In SoulSilver, it was probably Heracross somewhere in Azalea City. I reeeeeeeeeally don't like capturing Pokemon that I won't use on my final team, so avoid it wherever possible. Because I also plan out my team before I even start the game, I have a good idea of what I'm going to get when in an early stage, and prepare accordingly. The first two gyms were fine for my lil' Cyndaquil/Quilava to use on their own, and when I got Headbutt, I headbutted me a Heracross as fast as I could! (When I played Gold, I probably got a Mareep beforehand, but I'd told myself I was going to wait for a Magnemite this time around.)
As for Platinum, I got me a nice lil' HM Slave Bidoof. To love and care for and not completely abuse as an unintended byroduct of me forcing all of my HMs on it. Not at all.