the very first Shiny I caught was on an emulator - running into a blue Unknown in GSC was amazing... but sad because it's on an emulator so the encounter was meaningless
I also ran into another shiny on an emulator........ but that was way too hacked for it to be taken seriously. I mean, I didn't have a shiny encounter rate hack on, but the pokemon that I randomly found shiny was a Jirachi, while running on water out of bounds of some RSE map.
on actual carts, I killed a shiny bidoof, and I captured a shiny tentacool
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http://img.imgcake.com/GuessMyUserName/ttizmjpged.jpg