There's a bug about Pikachu's moveset, you cannot make it learn Volt tackle + any egg move, the combination will be declared illegal BUT, this is doable in the real game (mine have fake out + volt tackle and I didn't use an action replay to make it).
The method to have Volt tackle on Pikachu is by breeding one of the parent (must be a pikachu or a raichu) holding a Light ball, so if you breed a male Pichu with Fake out (or any egg move), make it evolve and Breed with it holding a light ball, the baby Pikachu will both have Volt tackle and Fake out (or any other egg move)e so it can also have it's DW ability + the 2 moves.
Notice that female DW Pikachu is available so it's possible to have an/some egg moves, Volt tackle and Lightning rod.
Official site to confirm Volt tackle breeding:
http://bulbapedia.bulbagarden.net/wiki/Volt_Tackle_(move)