Go to Union Cave on the weekends. You might have heard before from some guy the following (He is in Union Cave) he stated "On weekends, I can hear strange *ROARS* from deep inside the cave." On weekends, go to the deepest levels of Union Cave (Lowest Basement/Level) and at some point a Shining Onix will appear. Make sure to take low level Pokemon to battle and weaken it, and some Ultra Balls, or simply use a Master Ball.