Basically, in-game you just give your Pokémon strong moves in all slots, take a look at Serebii's Pokédex for all the possible moves your Pokémon can learn, and build a moveset based on them.
In 4th gen it's relatively easy to build a strong moveset even without egg moves and TMs because they completely revamped most of the learnsets due to the inclusion of new moves for most Pokémon. It's one of the (many) reasons why 4th gen is superior to 3rd gen in so many ways, because 3rd gen preserved many of the sucky learnsets from 2nd gen.
I wasn't really considering EV training anyway, as just training is boring enough already.
As for the moves, do you have any tips?
What about the sixth Pokémon, got any tips there too?
*Quick update: Right now I am going to face Blue, the 16th gym leader!
I won! Mt. Silver ahead! Where am I supposed to go now?
* Is Thunder Fang an egg move on Arcanine? If so, where do I get a Heart Scale?