Phinis in Winterhold or or Talvas at Neloth's place. You need to be like lvl 65 or 70 in Conjuration I believe. Love these Dremora - the stuff they say makes me smile. You can get the Sanguine's Rose staff for this early game, but I guess you knew that? It's an incredible help early on (from lvl 11 I think) if you are a squishy mage type character.