At the top of Mount Coronet, you will find a couple of Galactic Grunts, Commanders (Mars and Jupiter), and also the Galactic Boss, Cyrus. After you've battled Cyrus, Palkia -- along with Uxie, Mesprit and Azelf -- will be waiting there. You can also get Arceus in the same place. I caught Palkia with only one ultra ball. Make Palkia's h.p. very low (until it becomes red and comes to almost the extreme end). Make sure to paralyze it before you catch it.
NOTE: Do NOT use your master ball. Palkia is easy to catch with a 30% catch rate. It is the easiest legendary to catch, ever. You'll catch it within five or six throws of the ultraball.
Also to the north end of the tower, you'll find a lustrous orb.
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NO!!!!! YOU CAN ONLY CATCH PALKIA ON PEARL you can't catch dialga on Pokemon pearl but you CAN trade it you only get both in Pokemon platinum
You can catch Palkia in Pearl and tranfer Dialga to pearl from diamond.
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 catch palkia/dialga
You can get Palkia in Pearl, otherwise you have to transfer Palkia from Pokemon Pearl to Pokemon Diamond.