In Pokemon Ruby, Sapphire and Emerald you can find many beautiful Cascoons in Petalburg Woods! You can also catch Wurmples which will almost always evolve into Cascoon. But HORROR can always strike, and your Wumple might end up evolving into a Silcoon! Oh the pain! Then it turns to a horrible looking Pokemon called Beautifly! If it does, don't get discouraged and keep searching.
LOL I am being sarcastic, a Silcoon is kinda rarer, so make sure you get both :) Beautifly are pretty cute, trust me you will want one.