There are three ways... 1. Trade 2. Following the story when he flys out of the cave then on one of the features of your poke watch thing it will have a monster icon and will tell you where he is. 3. Enter this code on action replay. Mesprit
94000130 fffb0000
d5000000 000001e1
b21c4d28 00000000
b0000004 00000000
c0000000 0000000b
d7000000 00024620
dc000000 00000006
d2000000 00000000
Hold select while walking through grass. Use the Marking Map to your advantage. It'll tell you where it is, so you can go to the boarder of two routes and alternate between them until you are in the same route as it. This will give you one battle with it before having to alternate routes again. At least it gives you a chance to put it to sleep or affect its status in another way. In regards to Balls, I recommend doing this at night and using Dusk Balls.
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keep lowering ots health each time u battle then when it is low enough us a quick ball to catch it its simple and works most of the time
You can't, you will need to trade them from Pokemon Diamond, Pearl or Platinum.
you can go back and catch: -azelf -Uxie -Mesprit and also a SECOND -Palkia and a SECOND -Dialga
entei is a roming Pokemon of Johto. to catch it u have to chase it. if u run or use your bike it will run somewhere else. it is similar to catching Mesprit in Pokemon Diamond,pearl,or platinum.
jiroxy ball...
some say you can catch dialga in the celestic cave, that's how i got him.