Create your own Pok?mon? That would be impossible with a glitch alone. You'd have to hack the game's code, which is stored in ROM and can't be edited without reinstalling it completely. A Gameshark could pass any kind of data to the game you wanted, but it couldn't alter the underlying code, just the gamesave and whatever events are currently happening. Still, someone I knew from NSider Forums claims to have done this on Ruby Version, although I still don't believe him about it...
Also, why just MissingNo., 'M, A, or a? There's little that they all have in common besides being glitches. MissingNo., 'M, and A are full glitches, but a is a hybrid. It sounds like a hoax to me, just from the requirements.