Quoting Somes
Defeating certain pokemons increase an ev in your stats (e.g. diglets give you speed, woopers give you hp) and here is a guide which consists of the EV training locations.
You might as well get a macho braces, an item which doubles the evs you gain when defeating a pokemon. It can found in Goldenrod city in which you have to exchange a drowzee for it. However, since you haven't reached Johto yet, you can get one either by digging or purchasing from another player for around 20-30k.
Here's a guide on the gym leaders (Blaine) which might be useful.
Membership does not increase the shiny chance. Shinies can be found anywhere in the wild.
More info about membership and its member areas can be found here