There are devices with which you can copy a rom along with a save file from your pc onto a flash gba something cartridge. What do you want to do with the shiny anyway? Show your friends? Everybody is gonna assume it has been hacked, unless it sucks stats-wise which basically makes it useless anyway. >_>
And the really rare Pokémon are those with high IVs or whatever-V it was called. If you wanna be competitive I'd rather go for those.
If you want to test teams or strategies I recommend using [URL=
http://shoddybattle.com/]this[/URL] instead of levelling up your Pokémon and wasting your spare time.
If wasting spare time is your intention to begin with, I recommend online RPGs, or browser games like OGame, tribalwars or mybrute. There's at least some interaction with other people involved in these. Which might not be what you're looking for, but oh well.