Here's the list so far:
more coming as i find them.
Code:
Megastone: Location:
Alakazite Just below the south western most shop in the slateport market.
Mawilite Vertandurf town, can only be accessed via a flower-bed on the south western end of route 117
Manectite On the cycling road on the north side there is a path that leads to the right and a trainer standing next to a patch of grass, the mega stone is here.
Heracronite In the center of Route 127 there is a small U shaped area that is not water, there are 3 secret base locations here all on the north side, to the southwest there is a corner where two rock faces meet it is here you will find the megastone.
Mewtwonite X In the south-west corner of littleroot town.
more coming as i find them.