Yes, there is. It is the magmarizer. If a magmar is holding this when it is being traded, it will evolve into magmortar.
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In Pokémon HeartGold, the only way you can get a Magmarizer is by going to Cinnabar Island and using a Pokémon that knows the Rock Climb HM to go up the rock scale walls. You'll see a PokéBall item up there which will be the Magmarizer.
press it and move it
trade poliwhirl holding king rock item
you cant,but you can get a electabuzz,and trade it with it holding a item called....................er,i forgot.but its a electric item.
There is no item that ALWAYS makes your Pokemon go first, but quick claw does let them go first more often.