Only humans have black souls. So you should cast soutrap spell to a human and kill him and of course you should have at least one empty black soul gem in you inventory.
Find a weapon with a soul trap and attack men or mer. If you do in time (kil in 3 secs, etc...) will fill the gem. A weapon that has this effect is the Mace of Molag Bal.
Grand souls can be get from tough creatures, like mammoths. Now black souls, like SleepingIII said, can only be filled by a human soul..
Grand Soul Gems are shit to be honest, i always prefer to have the Black star, which i think is no doubt the best soul gem in the game. Can store any type of soul, from petty to grand, and by grand i mean human Black soul, and it never depletes.
Yeah, if you're gonna be an enchanter, I'd say the Black Star is the wisest investment you could make.
If your serious about enchanting, like I am, you will have the Black Star, Grand Soul Gems, and Black Soul Gems. Also I carry a shit ton of soul gems of all types to recharge my weapons and to prevent smaller souls from entering my better soul gems.