The only sign you get of Ghetsis is a message from his Shadow Triad that he's disappeared for the time being as you try to cross the Marvelous Bridge, east of Nimbasa City. They'll give you the Adamant, Lustrous and Griseous Orbs, all formerly held by the main legendary Pokémon of Diamond, Pearl and Platinum, before disappearing. Consequently, you can't actually catch Ghetsis.
First up, then, is Sage Zinzolin. Remember when you fought off Team Plasma in the Cold Storage area in Driftveil City? Zinzolin is there, way back in the same freezer where you found the whole team huddled in a mass. He gives you TM01, Hone Claws.
Second is Sage Bronius. He's probably the most annoying of the sages to find, as he's hiding in the depths of the Chargestone Cave, an area you have no real reason to revisit otherwise. Look in the southern reaches of the bottom level of the cave. Be ready, as he's protected by two Team Plasma grunts. You'll get TM69, Rock Polish, from him.
Third is Sage Rood. He's in an isolated spot way at the western edge of Route 18, just off Route 1 at the beginning of the game. He'll give you TM32, Double Team.
Fourth is Sage Ryoku. Descend into the Relic Castle again and you'll discover a new set of passages you can enter. Inside you'll find a maze, and after getting through the maze (which isn't terribly difficult) you'll find Ryoku. He'll give you TM04, Calm Mind.
Fifth is Sage Gorm. Go back to the Dreamyard east of Striaton City, enter the basement, fight off the trainers there if you haven't already and make your way to the second ruined building at the other end of the passages. You'll find Gorm waiting, and he'll give you TM75, Swords Dance.
Sixth and last is Sage Giallo, the only sage in the post-game sections of Unova. Teach Waterfall to one of your Pokémon and ascend the falls scattered around Route 14 to find him. Giallo gives you TM08, Bulk Up, before Looker thanks you one last time and carts the villain away.