Useful Items at the Start of the game - Pokemon Sapphire
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Well.. I don't know if someone has already said this, if so, sorry for reapeating it. If not, then here it is!
When you first start out, get your starter Pokemon and then go on to get your first Pokeballs, I suggest you use the Pokeballs on Zigzagoons. Why? Their ability to pick up items. Next, just walk around Route 103 to Route 104. I spent around three hours just walking back a forth and raising my Pokemon in that time I gathered around 20 Rare Candies, 10 Full Restores, around 15 Nuggets, 7 Full Heals and a couple Super Potions. You can get rich and pretty strong Pokemon (at least for just starting out) before you even get your first gym badge! (Of course, I saved my Rare Candies for later on in the game when training got a little tougher)
With the money you gain from selling the Nuggets (5000 each) you can buy back all the Pokeballs you wasted catching the Zigzagoons and alot more.
P.S. Be sure to search everywhere, I'm not sure if items Zigzagoon pick up have any specific spot, but I found most of my Rare Candies in Route 103 just north of Oldale Town. As for the nuggets, they might be anywhere between Oldale and the entrance to Petalburg Woods. The Full Heals, Restores and Super Potions I'm pretty sure they are between Petalburg and Petalburg Woods, if I'm wrong. Sorry.
P.S.S This worked for me, I'm not sure if it will work for anyone, it might just be random and I got lucky.
Anyway.. I hope I helped.