(Author's Note - TMs without a location to get them are those that I've forgotten. Credit will go to those who remind me where they are)

BALLS

Poké Ball - Bought for 200 Pokéyen. Standard ball for catching Pokémon. Not too good to use on the more advanced Pokémon.
Great Ball - Bought for 600 Pokéyen. More effective than the Poké Ball.
Ultra Ball - Bought for 1200 Pokéyen. More effective than the Great Ball.
Master Ball - Can't be bought. THE best ball, it has a 100% hit rate no matter what kind of Pokémon you're using it on.
Safari Ball - 500 Pokéyen for 30 of these, as well as entrance to the Safari Zone. A special ball used for catching Safari Zone Pokémon, it seems to be pretty effective if it can catch Pokémon at full health. You can't use these outside of the Safari Zone.

HEALING ITEMS

Potion - Bought for 300 Pokéyen. Heals a single Pokémon by 20HP. Nothing special.
Fresh Water - Bought for 200 Pokéyen. Heals a single Pokémon by 50HP. More cost-effective than Super Potion, but unfortunately you can't buy these in bulk.
Soda Pop - Bought for 300 Pokéyen. Heals a single Pokémon by 60HP. Less cost-effective than Fresh Water, and can't be bought in bulk either.
Lemonade - Bought for 350 Pokéyen. Heals a single Pokémon by 80HP. This'll probably be one of your most used healing items.
Super Potion - Bought for 700 Pokéyen. Heals a single Pokémon by 50HP. Less cost-effective than Fresh Water.
Hyper Potion - Bought for 1500 Pokéyen. Heals a single Pokémon by a whopping 200HP.
Max Potion - Bought for 2500 Pokéyen. Heals a single Pokémon totally. Unless you have guys like Chansey on your team, use Hyper Potions instead.
Full Restore - Bought for 3000 Pokéyen. Heals a single Pokémon fully, as well as curing any negative status. Basically a Max Potion and a Full Heal at a slightly cheaper price.
Antidote - Bought for 100 Pokéyen. Cures Poison status. Fairly useful early in the game, but loses it's worth once you can buy Full Heals.
Awakening - Bought for 200 Pokéyen. Cures Sleep status. Useless once you get the Poké Flute.
Paralyz Heal - Bought for 200 Pokéyen. Cures Paralyze status.
Ice Heal - Bought for 250 Pokéyen. Cures Frozen status.
Burn Heal - Bought for 250 Pokéyen. Cures Burnt status.
Poké Flute - Can't be bought. Wakes up Pokémon, both the opponents and yours. Also used to wake up the sleeping Snorlaxes. Can be used an unlimited amount of times.
Full Heal - Bought for 600 Pokéyen. Cures any negative status. Always keep a stash of these with you.
Revive - Bought for 1500 Pokéyen. Revives fainted Pokémon and restores 1/2 of their max HP. As with Full Heals, keep a stash of these with you.
Max Revive - Can't be bought. Revives fainted Pokémon and restores full HP.
Ether - Can't be bought. Restores 10PP to a Pokémon's move.
Max Ether - Can't be bought. Restores full PP to a Pokémon's move.
Elixer - Can't be bought. Restores 10PP to all of a single Pokémon's moves.
Max Elixer - Can't be bought. Restores full PP to all of a single Pokémon's moves.

STAT BOOSTERS

HP Up - Bought for 9800 Pokéyen. Increases a Pokémon's HP.
Protein - Bought for 9800 Pokéyen. Increases a Pokémon's Strength.
Iron - Bought for 9800 Pokéyen. Increases a Pokémon's Defense.
Carbos - Bought for 9800 Pokéyen. Increases a Pokémon's Speed.
Calcium - Bought for 9800 Pokéyen. Increases a Pokémon's Special.
Rare Candy - Can't be bought. Increases a Pokémon's level by 1. Good way to raise Magikarp or Abra.
PP Up - Can't be bought. Increases the PP for a single Pokémon's move. The amount increased depends on the original number of PPs. If the original number of PPs is 5, then each PP Up will increase it by 1 to a maximum of 8. If the original number of PPs is 10, then each PP Up will increase it by 2 to a maximum of 16, etc.
X Attack - Bought for 350 Pokéyen. Increases a Pokémon's Strength. Only effective for one battle.
X Defend - Bought for 350 Pokéyen. Increases a Pokémon's Defense. Only effective for one battle.
X Speed - Bought for 350 Pokéyen. Increases a Pokémon's Speed. Only effective for one battle.
X Special - Bought for 350 Pokéyen. Increases a Pokémon's Special. Only effective for one battle.
Dire Hit - Bought for 650 Pokéyen. Increases the chance of a critical hit. Only effective for one battle.
Guard Spec - Bought for 700 Pokéyen. Defends Pokémon against status changing attacks. Only effective for one battle.
X Accuracy - Bought for 950 Pokéyen. Increases a Pokémon's Accuracy. Only effective for one battle.
FOSSILS/STONES

Dome Fossil - Can't be bought. Revive into Kabuto at Pokémon Lab on Cinnibar Island.
Helix Fossil - Can't be bought. Revive into Omanyte at Pokémon Lab on Cinnibar Island.
Old Amber - Can't be bought. Revive into Aerodactyl at Pokémon Lab on Cinnibar Island.
Moon Stone - Can't be bought. Evolves Jigglypuff, Clefairy, Nidorino and Nidorina.
Fire Stone - Bought for 2100 Pokéyen. Evolves Growlithe, Vulpix and Eevee.
Water Stone - Bought for 2100 Pokéyen. Evolves Staryu, Shellder, Poliwhirl and Eevee.
Thunder Stone - Bought for 2100 Pokéyen. Evolves Pikachu and Eevee.
Leaf Stone - Bought for 2100 Pokéyen. Evolves Gloom, Weepinbell and Exeggcute.
TMs/HMs

TM 01 - Mega Punch. Buy for 3000 Pokéyen or find at Mt Moon.
TM 02 - Razor Wind. Find at Team Rocket Base under Game Corner, or buy for 2000 Pokéyen.
TM 03 - Swords Dance. Find at Silph Co. Building.
TM 04 - Whirlwind.
TM 05 - Mega Kick. Buy for 3000 Pokéyen.
TM 06 - Toxic. Receive it after beting Koga.
TM 07 - Horn Drill. Find at Team Rocket Base under Game Corner, or buy for 2000 Pokéyen.
TM 08 - Body Slam. Find at S.S.Anne.
TM 09 - Take Down. Buy for 3000 Pokéyen.
TM 10 - Double-Edge. Find at Team Rocket Base under Game Corner.
TM 11 - Bubblebeam. Receive it after beating Misty.
TM 12 - Water Gun. Find at Mt. Moon.
TM 13 - Ice Beam. Trade the thirsty girl at Celadon's Rooftop a Fresh Water for it.
TM 14 - Blizzard. Found at Pokémon Mansion.
TM 15 - Hyper Beam. Buy at Game Corner exchange corner for 5500 coins.
TM 16 - Payday.
TM 17 - Submission. Buy for 3000 Pokéyen. TM 18 - Counter. Talk to the guy behind the counter on the third floor of the Celadon Poké Mart. TM 19 - Seismic Toss.
TM 20 - Rage.
TM 21 - Mega Drain - Receive it after beating Erika.
TM 22 - Solar Beam. Find at Pokémon Mansion.
TM 23 - Dragon Rage. Buy at Game Corner exchange corner for 3300 coins.
TM 24 - Thunderbolt. Receive it after defeating Lt. Surge.
TM 25 - Thunder. Find at Power Plant.
TM 26 - Earthquake.
TM 27 - Fissure. Receive it after defeating Giovanni as a Gym Leader.
TM 28 - Dig. Defeat Rocket near the broken-in house.
TM 29 - Psychic. Receive from "Mr Psychic" at Saffron City.
TM 30 - Teleport.
TM 31 - Mimic. Give Poké Doll to the mimic at Saffron for this.
TM 32 - Double Team. Find at Safari Zone near the Secret House or buy for 1000 Pokéyen.
TM 33 - Reflect. Find at Power Plant or buy for 1000 Pokéyen.
TM 34 - Bide. Receive it after defeating Brock.
TM 35 - Metronome. Receive from one of the scientists in the Pokémon Lab on Cinnibar Island.
TM 36 - Self Destruct. Receive from a lady at Silph Co. Building.
TM 37 - Egg Bomb. Find at Safari Zone or buy for 2000 Pokéyen.
TM 38 - Fire Blast. Receive it after defeating Blaine.
TM 39 - Swift. Receive from girl in a lookout tower in out of the bridge routes south of Lavender Town.
TM 40 - Skull Bash. Find at Safari Zone.
TM 41 - Softboiled. Get from guy at Celadon. Need HM 03.
TM 42 - Dream Eater. Cut bush near Viridian and get from the sleeping guy.
TM 43 - Sky Attack.
TM 44 - Rest. Find at S.S.Anne.
TM 45 - Thunder Wave.
TM 46 - Psywave. Receive it after defeating Sabrina.
TM 47 - Explosion.
TM 48 - Rock Slide. Trade the thirsty girl at Celadon's Rooftop a Soda Pop for it.
TM 49 - Tri Attack. Trade the thirsty girl at Celadon's Rooftop a Lemonade for it.
TM 50 - Substitute. Buy at Game Corner exchange corner for 7700 coins.
HM 01 - Cut. Receive it after rubbing the S.S.Anne's Captain's back.
HM 02 - Fly. Receive from girl in house west of Celadon. Need HM 01.
HM 03 - Surf. Receive from guy in Secret House in Safari Zone.
HM 04 - Strength. Trade the Gold Teeth with the Warden for it.
HM 05 - Flash. Get 10 Pokémon and one of Oak's aides will give it to you.

MISC. ITEMS

Bicycle - Can "buy" for 1,000,000 Pokéyen(it's a trick : you can't get more than 999,999 Pokéyen) or trade a Bicycle Voucher gotten from listening to the man in the pokémon club ramble for it. Speeds up your movement. Can't be used in houses or buildings.
Card Key - Opens up doors in Silph Co. Building. Found in the aforementioned building.
Coin - Play slots in the Game Corner, or get from Game Corner players, or pick up from floor of Game Corner, or buy 50 for 1000 Pokéyen. Used to get prizes from the exchange corner.
Coin Case - holds up to 9999 coins. Get from the Pokémon Gym guy in the café.
Escape Rope - Bought for 550 Pokéyen. Return to the last Pokémon Center you've used, NOT visited. Can't be used in the open.
EXP All - Receive from one of Oak's aides when you've gotten 50 types of Pokémon. Spreads EXP to all members of your Pokémon group.
Gold Teeth - Give to Safari Zone Warden for HM 04. Found at Safari Zone.
Good Rod - Catch aquatic Pokémon. Average. Receive from Fishing Guru's older brother in Fuchsia City.
Item Finder - Get from one of Oak's Aides when you've gotten 30 types of Pokémon. Finds hidden items, beeps when it detects one.
Lift Key - Operates Lift in Team Rocket Base below Game Corner. Found in the Team Rocket Base itself.
Max Repel - Bought for 700 Pokéyen. Keeps wild Pokémon away from you for a long time. Doesn't work if your lead Pokémon has a lower level than the wild Pokémon in the area.
Nugget - Get from various places. Useless, only good for selling at 5000 Pokéyen.
Old Rod - Catch Magikarps only. Get from the Fishing Guru in Vermillion City.
Poké Doll - Buy for 1000 Pokéyen. Give to the mimic at Saffron for TM 31 or use in Wild Pokémon battles to run away.
Pokédex - Use to get information on Pokémon you've caught. Automatically updated when you catch a new Pokémon. Receive from Oak.
Repel - Bought for 350 Pokéyen. Keeps wild Pokémon away from you for a short time. Doesn't work if your lead Pokémon has a lower level than the wild Pokémon in the area.
S.S.Ticket - Get from Bill after helping him out. Use it to board the S.S.Anne.
Secret Key - Get at the end of Cinnibar Mansion. Used to open up the Fire Pokémon Gym.
Silph Scope - Get from Team Rocket Base under Game Corner. Used to view Ghosts. You can't fight Ghosts without one.
Super Repel - Bought for 500 Pokéyen. Keeps wild Pokémon away from you for a fair amount of time. Doesn't work if your lead Pokémon has a lower level than the wild Pokémon in the area.
Super Rod - Use to catch Aquatic Pokémon, can catch almost all the Water Pokémon in the game. Get from the Fishing Guru's younger brother at the path south of Lavender Town.
Town Map - See where you are. Get from Gary's sister after getting your Pokédex.