So I finally got my Pichu egg to hatch and if any of you have ever raised a Pichu from any level lower than 20 you already know the sucky moves it has.
Right now he knows : Charm, Thunder Wave, Double Team, and Tail Whip.
How do I get him to learn new physical attacking moves if I don't have any TMs that are compatible to him?
Help please? And where are the best places to train a lvl. 1 Pichu without an exp. share in pokemon Diamond?

Pichu evolves via happiness, so that needs to be your main priority. Give it the Soothe Bell, give it massages (you can get 2 per day in DPPt - 1 in Veilstone, 1 in the Ribbon Syndicate), and walk around a lot - this will increase its happiness by a large margin.

Pichu's best move, Volt Tackle, can only be acquired if the Pichu is bred in the Daycare and the Pikachu/Raichu parent is holding a Light Ball at the time. If you can, I would try and get access to a Light Ball and breed another Pichu - or find someone willing to trade you a VT Pichu.

We'd be able to give you better advice if we knew what part of the game you're at. The best idea while you're trying to get Pichu to evolve into Pikachu would be to try to win the Thunderbolt TM at the Veilstone Game Corner or maybe even Hidden Power or Return. Be sure to evolve Pichu before lv 26 so that way as a Pikachu it learns thunderbolt. That's really the best advice i'd give you but if you have a Heart Scale, go to Pastoria City to at the very least teach Pichu Thundershock.

P.S. you should've kept Sweet Kiss and/or Nasty Plot. Definitely would be useful down the road.

Thanks guys and sorry. I was just in between Veilstone and Pastoria city when I posted this. And I'm going to keep it because, you're right, it is a useful move.
I have a few questions though....
1) How will going to Pastoria City when I have a Heart Scale teach it Thundershock?
2) Where do I get a Light Ball?
And yeah I was getting into breeding the last time I played but I never really did any research on it. Guess I could try breeding again but my Pichu is already a lv. 10 but I really want him to have some physical attacks.
Thanks for the advice btw.

You can get a Light Ball on Pikachu.
Try to capture one of them, or use trick/thief (no need to catch), there's a 5% chance to find it on Pikachu

The Move Tutor lives in Pastoria City. He will teach any Pokemon a past level-up move at the cost of 1 Heart Scale. (This service can be used as often as desired, but each move taught costs 1 Heart Scale.)

oh, good to know. I was thinking you just walk in with a pokemon and a heart scale and it just learns it. haha nevermind.

I do believe Pichu learns Nasty Plot at level 22, and this together with Thundershock, can probably do a lot of damage. Shock Wave as well, a TM found at the end of Route 215 (Requires Cut). Obviously, the best plan would be to find the Light Ball, but it depends if you're going to be patient. But it would be easiest if you evolved it as soon as possible. Give Potions etc. Have fun trying! Hope this helps!

Give the mom a light ball and he'll know volt tackle.