you can find them under ground or there is one in sunyshore city.
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you can find a thunder stone by checking the UNDERGROUND
You can find it anywhere.
You find the thunder stone in Celadon Mall level 4, wise man gifts.
you can probably get it Underground.
You can find a Shiny Stone in Route 228 in Pokemon Diamond and Pearl. In Pokemon Platinum, you can also find a Shiny Stone on Iron Island.