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Any Pokemon that uses Sunny Day while holding a Heat Rock will have its duration boosted to eight turns instead of the regular five.
Heat Rock is absolutely vital to get a viable sun team strategy going in the lower tiers, where Drought Ninetales, Vulpix, and Groudon are banned. By setting up sunshine, sweepers such as Chlorophyll Tangrowth and Solar Power Charizard become far more powerful, and so dedicated Pokemon with Sunny Day and carrying Heat Rock, such as Bronzong, Uxie, and Regirock, are necessary to provide these optimum conditions and prevent them from being removed. In OU and Ubers, of course, Ninetales and Groudon, respectively, render this item rather useless.
Route 8 - Talk to the Parasol Lady standing just in front of the entrance to Tubeline Bridge between 10 am and 5 pm.