It is determined by chance (except the shiny Gyarados in G/S and HG/SS) so you can't really find one without using cheat devices.
For a shiny Pokémon, you can just encounter lots of them.
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You can find a Shiny Stone in Route 228 in Pokemon Diamond and Pearl. In Pokemon Platinum, you can also find a Shiny Stone on Iron Island.
You can find a Shiny Stone in route 6.
You have a 1/8000 chances to see any shiny Pokemon find an area where you can find Aron alot and wait until its shiny then catch it.
Unfortunately the chance of finding a shiny Pokemon are quite slim, either your lucky and find one, or you trade with someone who has a shiny you want.
You could get a shiny Pokemon for crystal but you need luck to catch one ("_")