In a standard playthrough of Pokémon Diamond/Pearl without any self-imposed challenges, such as level caps or Nuzlocke rules, Lucario isn't worth using, as the EXP necessary to get it on par with your current team is better spent overleveling your Pokémon.
Going by the aforementioned self-imposed rules however, Lucario is definitely a Pokémon worth using. Its great offensive stats and good Speed allows it to take out the majority of foes after setting up Swords Dance with Close Combat and additional coverage in the forms of Earthquake, Stone Edge, and/or Shadow Claw. It also learns Dark Pulse from the Move Reminder, as well as Psychic from TM. Lucario would definitely make a good addition to your team, if you're willing to put in the effort to train it.
I would recommend the following moveset for your Lucario, though you can change it up as you please.
Lucario @ Any
Ability: Steadfast / Inner Focus
- Close Combat
- Rock Slide / Earthquake / Shadow Claw
- Rock Slide / Earthquake / Shadow Claw
- Swords Dance