Off the top of my head, the only shinies I've encountered in the wild are:
Rhydon - Pokemon Gold
Was the first time outside of Gyarados that I saw a shiny Pokemon. I thought only Gyarados could be shiny, so I assumed my game was glitched and turned it off. :/
Kricketune - Pokemon Diamond
Was chaining Pokemon someplace, and had it broken by this. Traded it for a shiny Ninetales.
Silcoon - Pokemon Diamond
Randomly ran into it in Eterna Forest. Traded it to a friend.
Tentacool - Pokemon SoulSilver
Randomly ran into this while surfing. Some friends of mine suggested the nickname Murderfish, but when I transferred it over to X, they censored the name back to Tentacool.
Ariados - Pokemon X
Was checking out what SeZMehK had in his safari. This was the first thing I ran into, heh.