Is there any other way to get Shedinja other than leaving a space in your party?

No, but it's not just leaving a space in your party,here, I'll explain it to you... You go to Rustboro City and go near the cave where you saved Peeko for the old man and catch a Nincada. You must have atleast 1 pokeball in your bag and have atleast 1 space left in your party. You train Nincada to level 20 and it will evolve into Ninjask. But, the Ninjask sheds its skin and become Shedinja. It goes in the empty pokeball in your bag and goes to the empty space in your party, and vuala, you have a Shedinja! Pretty simple, isn't it?=) Lata =~