Registeel can be found at the Ancient Tomb on Route 120.
Regirock can be found at the Desert Ruins on Route 111.
Both of these places are similarly caves with six rocks surrounding them.
To get Regigigas, you need to go to the Island Cave, the same place you catch Regice. For it to appear, you must have all three legendary golems (Regice, Registeel, Regirock), and have Regice nicknamed while holding a Never-Melt Ice, Icy Rock or Snowball, during daytime.