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You can have them in Diamond / Pearl? I don't know, really. It's just kind of fun to keep your Pokemon with you as the games improve. They also get a rather spiffy new Pokeball to sit around in.
The only way to obtain the starters and legendaries from previous generations without trading them from someone else who did is to import them from the GBA games. It's also a good way to save you the time of catching Pokemon that are harder to find in D/P than they are in the GBA games. *coughDITTO* And yeah, if you have battle Pokemon you used in the GBA games you can port them to D/P and continue to use them.