In the games there are several Pok'emon that will be found with a special attribute. They will shimmer before battle and will have a different colour than the regular type of its species.

There is in fact no set place to find them. You do not always find Shining Golbat in one place. Many say that they have found a shining Pok'emon in a certain area and assume that the shining Pok'emon that they caught is exclusive to that area. When actually they appear randomly.

It is true though that a Shining Pok'emon mating with a regular Pok'emon, increases the chances of the baby having a Shining Form. I should know as I obtained '17' this way (Remoraid, Pidgey and Aerodactyl were some of those).

If you get a shining baby that can evolve, duplicate it and evolve the duplicate!