Pokémon Diamond and Pearl/Stark Mountain

This is the most challenging place in Sinnoh to train and fight other trainers. It is massive and full of items and a Legendary Pokémon.

Needed HMs

 * HM 06: Rock Smash
 * HM 05: Strength
 * HM 07: Rock Climb

Legendary Pokémon: Heatran
Heatran will only appear after you go through Stark Mountain the first time with Buck. After Buck takes the Magma Stone, use an Escape Rope to get out of the mountain quickly and head back to the Survival Area. Go to the house next to the Pokémon Center and talk to Buck's grandfather. He will say how the Magma Stone keeps the volcano and the Pokémon in order. Oh. Nice one, Buck. Now a very important step: TALK TO BUCK. This is essential as Heatran will not appear if you don't talk to Buck. He will say that he doesn't need any help to put the Stone back, and he then heads off to Stark Mountain.

Head off to Stark Mountain yourself. Go back to the place where the Magma Stone was, and there will be a formidable Pokémon standing in front of you. Now, as with all Legendary Pokémon, SAVE YOUR GAME before you fight it. You will also want a Pokémon that can inflict Sleep or Paralysis on it (he is half Steel, so Poison won't work). So go up to him and hit.

Heatran
Heatran, despite the fact that he is level 70, is not all that powerful. his strongest attack is Iron Head, so you might want to lead with a strong Electric Type Pokémon (an Electric might be able to paralyze Heatran, too). The best strategy for Heatran is this: as mentioned earlier, lead with an Electric Type Pokémon and paralyze it. then, get it down to red (very, very low red), and throw Dusk Balls (see "Recommended Items in the table if you haven't already). You might want to try an Ultra Ball if the Dusk Balls don't seem to work, but Dusk Balls work best as Heatran is in a cave and in a cave they have 4x capture rate while ultra balls have 2x capture rate. Also, if you're very unlucky, you might want to throw some Timer Balls at round 20 and after, after round 30 is the best because then the balls have the same capture rate as Dusk Balls. Persistence and patience is the key to his capture.