There are many useful items in Pokémon Brilliant Diamond and Brilliant Pearl, and one of the most useful of all is the Lucky Egg. The Lucky Egg will allow you to level up a Pokémon even faster than normal, which is incredibly useful when you need to get one in shape for a fight.
By giving the Lucky Egg to a Pokémon you can increase the amount of experience it will gain from any battle they are on your team for. Just like sharing XP, they don't need to be active in combat, although if they are they will gain more experience to increase via the lucky egg.
While there is a chance you could get lucky and catch a Pokémon holding a lucky egg in its hand, there are other places to get them. On Route 209 and Route 210, near Mr. Backlot's house, you may find a Chansey in his garden. This Chansey has a high chance of having a Lucky Egg.
You can also explore the Grand Underground in the northwestern part of Sinnoh. Up here, near the entrance to the Icy Cave, you'll find a Pokeball that contains a Lucky Egg.