You can get one in National park if you come in first in the bug catching contest. You can also get one on Route 38 (you will get a phone call) and on Route 25 if you show Bill's grandfather a pichu.
Look here also one more thing, if you win the bug catching contest you can get any stone. It isn't a 100% garuntee that it will be a thunderstone so that may not be the best idea.
I Hope this Helps :D