You can buy Grand Soul Gems in Oblivion primarily from merchants at the Imperial City Market District, specifically at the Mystic Emporium where Aurelinwae and Calindil sell them. Additionally, most Mages Guild Halls have vendors who stock at least one Grand Soul Gem for sale, and their inventories refresh periodically

. Here are key places to buy or find Grand Soul Gems:

• Imperial City Market District (Mystic Emporium) : Aurelinwae and Calindil sell empty Grand Soul Gems

• Mages Guild Halls : Various merchants here usually have Grand Soul Gems for sale, with inventories that refresh over time

• Arcane University : Has display cases with Grand Soul Gems, some of which are empty, though these are locked and require lockpicking or stealing to obtain

• Chorrol Mages Guild : Contains display cases with multiple Grand Soul Gems, including some empty ones behind very hard locks

If you prefer not to buy, guaranteed Grand Soul Gems can be found in specific locations such as:

• Arcane University (Arch-Mage’s Lobby and Mage’s Quarters)
• Chorrol Mages Guild
• Crayfish Cave (secret room)
• Drakelowe (basement with secret fireplace entrance)
• Squandered Mine (hidden door on lower level)
• Nornal ruins

These locations have static spawns of Grand Soul Gems, some empty and some filled

. For quest-related needs, such as curing vampirism, you can find empty Grand Soul Gems in nearby dungeons unlocked by starting the relevant quest

. In summary, to buy Grand Soul Gems, check the Mystic Emporium in Imperial City and Mages Guild vendors; for guaranteed finds, explore the Arcane University, Chorrol Mages Guild, and certain caves and mines listed above