^ Well that's stupid..
I've had two- one sort of a failure. I was hatching eggs on Four Island in Leaf Green trying to get an adamant natured Pupitar. After a couple eggs the sprite of it coming out of the egg was shiny! I knew it was shiny and used it on my team. The only fail was after some time I pal parked it to Heart Gold and then lost Heart Gold during a move [moving houses].
Recently coming back from my relatives on Thanksgiving I got a shiny Magnemite randomly in Sapphire. I was pretty darn happy as it was completely random and I had enough poke balls to catch it. It happened only 7 hours or so into the game, was a really nice surprise since I decided I wanted to play through Sapphire.