That depends on what you mean by "beating the whole game." Just because the credits run doesn't mean that the game is over.
If you already have all the gym badges (16) and have beaten the Elite four twice (once after the first 8 gym badges, and once after you get all 16), make sure that you have caught all the legendary pokemon (at least 15), and then check your pokedex... is it complete? If not, there are tons of things to do with trading and breeding that will help you there. If you have any of the older pokemon games, you can trade pokemon in to complete your pokedex as well.
If you really have done everything, including completing your pokedex, then you can always get the next games... black or white, black or white 2, and the new X and Y that are coming out soon (as of August 2013, when I am writing this). Then you can trade some of your pokemon into the newer games and get the new pokemon that you can get in the older game.
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A hack of Pokemon SoulSilver that makes the game harder and adds new Pokemon not in SoulSilver, along with new game events.
by migrating pokemon from your gba game
You can not buy Pokemon from the game corner in Pokemon diamond, but you can in heartgold and soulsilver
You cant, you have to trade him from a Pokemon Diamond game.
soulsilver and heartgold, it has the most trainers