The easiest way to obtain Celebi is through the Virtual Console release of Crystal, which allows you to battle Celebi after entering the Hall of Fame. Crystal is no longer available for purchase on the Nintendo eShop, so you're out of luck if you don't already own it.
The second easiest way to obtain Celebi is to use the DNS Exploit in any of the Generation IV games, which uses fan-hosted servers to access old Mystery Gifts. A Celebi obtained through this method is legitimate and will pass hack checks. For help with setting this up, our guide is a great place to look.
The Japanese Pokemon Colosseum Bonus Disc also comes with a Celebi, but this is the worst method because of its price and region exclusivity. The American version comes with Jirachi instead.
Most people that ask this question don't care about side games. If this doesn't apply to you, a list can be found here.
