The Elder Scrolls V: Skyrim – Where to Find Petty Creatures for Soul Gems

I'm surprised nobody else has said it yet but, BLACKREACH!

The area of the dwarven ruins Alfrand with the crazy giant glowing mushrooms. The main quest line brings you here to get the elder scroll.

There are a million dwarven machines that drop them, the falmer carry them sometimes, and finally, and the best part, you can mine them. Bring your pickaxe. Look for "Geode Veins." I haven't seen it mentioned anywhere else but a geode vein is where soul gems come from. You mine it like just like iron or ebony ore.

I suggest using a weapon enchanted with soul trap also because every falmer you kill will go right into filling an empty gem. When I got done I had about 60 or so filled soul gems and leveled from enchanting 50 to 100 with the one trip!

Do the quest to find 30 crimson ninroots while you're at it and you'll run into all the geode veins.

A captured soul will be put in the smallest available soul gem that will hold it. So if you capture a lesser soul, and you only have a grand soul gem available, it will be automatically put in the grand soul gem. If you have a empty grand and lesser soul gem, a lesser soul will always be put in the lesser soul gem.

If by chance you accidentally fill a larger soul gem with a lesser soul, you can drop it to the ground and pick it back up. Dropping soul gems to the ground causes them to lose the stored soul and this prevents the waste of larger gems filled with smaller souls.