Originally Posted by Swampert Guy
They have to be given to the Shard Maniac, he'll give you an evolution stone in trade.
Red Shard - Fire Stone
Yellow Shard - Thunderstone
Blue Shard - Water Stone
Green Shard - Leaf Stone
That was for Ruby/Sapphire/Emerald.
In Black and White it's different, you can sell shards to the item maniac in Icirrus City for 200 Pokédollars.