Like the previous versions of the games, there is little difference between diamond and pearl, the main one being the pokemon availble. Most people say that Dialga looks cool (which I also agree on) but in terms of good attacks and weaknesses, I'll have to say that Palkia is better. But if you count the stats, Dialga has more ability to use its attacks more the Palkia which boasts high Special Defence and Speed. Palkia's signature move Spatial Rend is a 100 base damage Dragon type physical attack with a high critical hit ratio. Whereas Roar of Time (Dialga's signature move) is a 150 base damage Dragon type special attack that requires recharging on the next turn. If you work it out,
Palkia- 100+50(same type attack bonus)= 150
In the chance of a critical hit the damage would be 300. If it was super effective, it would be 600.
Dialga- 150 + 75 =225
In a lower chance of a critical hit the damage would be 450. if it was super effective, it would be 900.
(if you want to, you can count a double super effective scenario).
You can say that Dialga is better (i own one) than Palkia, though both act as good tanks against other pokemon.
In Diamond, you can also defossilize the dinosaur known as Cranidos. Later on, it would evolve in to Rampardos. Rampardos is good as it boasts the highest Attack stat of any pokemon excluding Deoxys Attack form.
On the contrary, in pearl, you can get Shieldon which evolves to Bastiodon. Bastiodon makes a good tank as it has high Defence and Special Defence and is both Rock and Steel, limiting its weaknesses. But I have to say that Diamond has a better deal.
There are other exclusive pokemon, most from other versions. One such is Murkrow from Diamond (if you hated it in GSC you're going to like it now) which can, with the help of Dark Stones evolve into Honchkrow. It still has poor defences, but only to have a way better Attack and Speed stat, making it a good sweeper. You can only get Misdreavus in Pearl. It can now evolve into Mismagius, with the Dark Stone. I personally haven't used one before but I think it is supposed to be an opposite of Honchkrow.