I'm an avid Nuzlocke player, and I actually found some Shinies. Of the top of my head:
LeafGreen: A Rattata, the first wild Pokémon of the game. Problem - as you may have guessed, I had no Pokéballs.
SS: A Geodude which used Selfdestruct (lolfail), Hoothoot, Smogo
Pearl: Zubat, Roselia
Black...