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* in the first 250, with no trading or cheating
Please don't question my curiosity.

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Answer it yourself. You seem to know more than me, GENIUS!
Just because I'm a genius doesn't mean I know the answer.
by 250 you mean nothing after ho-oh in the dex right? so pokemon in gen 3 and 4 in hgss arent counted
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Without trading, the following Pokemon are trivially off-limits to GSC players, whether they beat Lance or not:
Bulbasaur/Ivysaur/Venusaur
Charmander/Charmeleon/Charizard
Squirtle/Wartortle/Blastoise
Omanyte/Omastar
Kabuto/Kabutops
Articuno
Zapdos
Moltres
Mew
Celebi
Alakazam
Machamp
Golem
Gengar
Politoed
Slowking
Steelix
Scizor
Kingdra
Porygon2

Players will inevitably also miss out on two of the Johto starter lines, as well as some version exclusives:
Gold players can't get the Vulpix, Meowth, Ledyba, or Donphan lines, or Delibird or Skarmory
Silver players can't get the Growlithe, Mankey, Spinarak, or Teddiursa lines, or Gligar or Mantine
Crystal players can't get the Vulpix, Mankey, Remoraid, or Mareep lines, or Girafarig

Then the significance of beating Lance is that it provides access to mainland Kanto, enabling certain Pokemon to be accessed for the first time:
Evolution stones: This isn't a factor in Crystal, where the stones are provided by certain trainers over the phone, but G/S players can only get one each of the Fire, Water, Thunder, and Leaf stones, and only by visiting the Sea Cottage north of Cerulean with a certain Pokemon in tow. Kanto also holds the only renewable source of Moon Stones, at the rate of one per week; there are Moon Stones available in Johto but only two (GS) or three (C). Therefore, G/S players will miss out on Ninetales/Arcanine (depending on their version), Poliwrath, Cloyster, Starmie, Vileplume, Victreebel, Exeggutor, Vaporeon, Jolteon, Flareon, and at least one of Nidoqueen/Nidoking/Wigglytuff.
Gifts/trades/purchases: Depending on version, the Radio Tower quest awards either the Rainbow Wing, Silver Wing, or Clear Bell, and that quest will of course be completed before you ever get the chance to fight Lance, but there's an NPC in Pewter City who gives access to the other wing, and you have to be able to get there first. So Gold/Crystal players can't get Lugia that early, while Silver players can't get Ho-oh.
Kanto also holds an in-game trade of Chansey for Aerodactyl, and this is the only way to get Aerodactyl in the games. All other in-game trades that are gated that late in the game offer Pokemon that are readily obtainable elsewhere.
The Celadon Game Corner offers Porygon, and this is the only way to get one in the games. Depending on version, you can get either Pikachu/Larvitar or Mr. Mime/Eevee as well, but all these except for Eevee are post-Lance anyway, and the giveaway Eevee can always yield more Eevees via the day care.
Wild encounters: There are some species that are unavailable anywhere in the wild until areas that can only be accessed post-Lance. The Pikachu, Clefairy, Diglett, Grimer, Cubone, Chansey, Electabuzz, Slugma, Houndour, and Larvitar lines are all gated off this way, as are Kangaskhan, Mr. Mime, Snorlax, Murkrow, Misdreavus, and Sneasel, except that Crystal players can obtain Sneasel in the Ice Path, Cubone as a Goldenrod Game Corner purchase, and may be able to scratch off one of Pichu, Cleffa, or Elekid early, depending on what their Odd Egg evolves into.

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Still, I'm wondering if Mystic accounted for HGSS when writing the answer.
HGSS retain Crystal's ability to get evolution stones from phone calls, so those cease to be unobtainable this early on. They also swap the version exclusivity of Phanpy/Teddiursa, and can obtain several Pokemon that used to be Kanto-only via the Safari Zone: Clefairy, Grimer, Cubone, Kangaskhan, Mr. Mime, Murkrow, Misdreavus, and Larvitar. (Chansey and Houndoom are available from the Safari Zone too, but not until after you've unlocked the ability to place blocks, which requires that you beat Lance.)
It's also worth mentioning that the Magmar line was also unavailable in Crystal before defeating Lance, unless your Odd Egg hatched into a Magby. Also, since I couldn't tell if "no trading" meant no trading to get Kanto exclusives or no trading period, I'm just gonna throw out there that if it's the former, then all Pokemon that evolve via trading barring Porygon2 and all the version exclusives can also be taken off.
It can also be added that either way Steelix and Scizor are unobtainable after defeating Lance, since the Metal Coat is available when you get the SS Anne ticket, which happens after becoming Champion.
The answer already mentioned Steelix and Scizor.