In The Elder Scrolls IV: Oblivion, you can get spells primarily by purchasing them from spell merchants located in major cities across Cyrodiil. These merchants are typically found in Mages Guild chapters, Great Chapels, and specialized magic shops. Key locations include:

• Mages Guilds in cities such as Chorrol, Leyawiin, Skingrad, Bravil, and Cheydinhal, each specializing in different schools of magic like Alteration, Conjuration, Destruction, Illusion, Mysticism, and Restoration.
• Great Chapels in cities like Chorrol, Leyawiin, and Skingrad also sell various spells.
• The Arcane University in the Imperial City offers a wide range of spells, including the most powerful ones, once you have leveled your magic skills sufficiently.
• Special shops in the Imperial City Market District, such as the Mystic Emporium and Edgar's Discount Spells, sell spells of all types.
• Dunbarrow Cove (a DLC location under Anvil Castle) has vendors selling spells after upgrades are purchased.

You can also find spellbooks as random loot, but buying spells from these merchants is the most reliable method. Additionally, completing the Mages Guild questline grants access to a spellmaking altar, allowing you to create custom spells if you already know the effects you want. To summarize, the best places to get spells in Oblivion are:

• Mages Guild chapters in major cities (specialized by magic school)
• Great Chapels in major cities
• Arcane University in the Imperial City
• Magic shops in the Imperial City Market District
• Dunbarrow Cove (DLC area)
• Random loot and quest rewards

Remember, to buy certain spells, your character must meet the required Magicka and skill level for that spell