from what I can gather from my memory of my lost Pearl game, I tried to capture all the Unown in alphabetical order, which totally worked out well because the first few that appeared to me were somewhere in the middle or towards the end of the alphabet and I couldn't find A anywhere.
So I gave that up and just started capturing them in any random order, and I believe I'm still missing about 5 of them, including ! and ?, though I'm not sure which ones I'm missing due to the fact that I haven't played my Pearl game for the past 2 years or so.