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Proud owner of a living Dex, Living Unown Dex and Living Mega Dex.
Basically, start small. See what you have already. Chances are if you've been playing the Pokemon series for a little while you've already managed to catch a bunch of Pokemon.
>First
start roping everything you have and pulling it all into Bank.
>Second
See what Pokemon you may have in baby form and in their final form. If you have their final, its super easy to go and breed and get a baby and even getting second stagers is easy enough. If you have the 1st form and you need the final, evolve the one you have and breed later instead of saving that one and hunting for the others
>Lastly
One of the main things to remember is that chances are, the Pokemon can be found somewhere else. Take Steelix for example. I was getting ready to make a post on /vp/ and sending messages to my friends so they could help me evolve my Onix. But then, lo and be hold there's wild ones in BW2. Ran into the cave, spent a bit searching and boom, there it is. A lot less work to me is using what you have available before you start getting outside help.
Of course, there's no shame in getting outside help for some mons. Some are a real pain in the ass like the dragons and a lot of BW stuff because they evolve at really high levels. If you have XY, its best to train them up there and then stick them in the bank instead of getting them into ORAS and leveling. (unless you have a bunch of blissey bases or something)