To get Forretress you need to evolve a Pineco.
To get a Pineco you need a Pokemon that knows Headbutt. Use Headbutt on a tree and a Pokemon will fall out. This can be a Pineco.
Ilex Forest is an example where you can come upon Pineco by headbutting treees.
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it is not in Pokemon heart gold or Pokemon soulsliver. the only whey to get it is to evolve it from pinnco.
Pineco evolves into Forretress at Level 31.
You cannot catch Beldum in Pokemon HeartGold. However, you can trade for it. After you have gone to Silph Co. and met Steven to get your Hoenn starter Pokemon, you can go back after a little bit to find him again, and he will give you a Beldum if you trade him a Forretress.
At The Silph Co. Building In Saffron City After You Either Beat Red Or Beat The Elite Four. He Will Give You A 3rd Generation Starter Pokemon Of Your Choice. (Treecko, Torchick, Or Mudkip.) Later On He Will Ask You To Trade A Forretress For His Beldum.
There is no best Pokemon on Pokemon HeartGold.