Here are the best location:
HP
Azurine Island: you can easily farm Amoonguss, Foonguss, Gastrodon, Shellos, and Seismitoad. Especially fast if you interact with the pokeballs (Amoonguss).
ATTACK
Route 1: Farm the Bouffalant, gives you 2 attack EVs.
DEFENSE
In the cavern under the grand stairway, farm wild Geodude, Sandshrew, and Gravelor. All have a high encounter rate and yield 1-2 EVs.
SPECIAL ATTACK
Abandoned power plant: Bring honey and kill Magnemites that spawn. Not the fastest, but the most consistent special attack training.
SPECIAL DEFENSE
Azurine Lake: wild tentacool have a very high encounter rate here; gives 1 sp.def EV each.
SPEED
Underground railnet: kill the woobats on the black spots. Move between locations to respawn the woobats.