To catch every Pokemon, you need action replay for the few last diamond legendaries. You will need Pokemon fire red/leaf green and emerald. Migrate them to Pokemon diamond. In Pokemon diamond, fill up your pokedex by catching Pokemon normally or with poke radar, or use gts. It will take a long time to catch all Pokemon
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No not every pokemon. You can't catch the starter Pokemon and many of the rare pokemon, you have to trade with Diamond. sorry ...
To finish the sinnoh dex (Pokemon platinum's,diamond, and pearl dex) you just need to see every Pokemon not catch every Pokemon.
The Great Marsh. Check every day.
neither of them is better, they are both the same, but in diamond, you catch dialga, and in pearl, you catch palkia, and you can catch different Pokemon in each game for example: you can catch this Pokemon in diamond, but not pearl but: you can catch this different Pokemon in pearl, but not diamond
You can catch makuhita in the fighting area in Pokemon diamond