If I want a shiny Tepig, should I carry 5 eggs and soft reset before hatching, or should I breed eggs till I get a shiny (like 10.000 eggs).
Soft Reseting isn't a option! The Pokémon details are decided when you get the egg, so having 5 eggs and soft reseting, will not work, because if the 5 aren't shiny, it will never be shiny!
Now the best way.
You don't have much space in your computer for place all your eggs so I recommend you having at the first spot a Pokemon with Flame Body. Why?
In Pokémon Emerald and all subsequent games, it also halves the number of cycles it takes for an Egg to hatch. Both the Pokémon with Flame Body and the Egg must be in the party in order for this to work. Magma Armor also has the same effect. However, this effect will not stack up if multiple Pokémon with Flame Body and Magma Armor are in the party.
Get 5 eggs, hatch them and if they aren't shiny, go back to your computer and delete them. Also this can take a while but the chances are greater than any others.
Hope this helps.