In The Elder Scrolls V: Skyrim for the PC, PS3, and Xbox 360, grand soul gems can be rare and expensive, making the process of leveling up enchanting very expensive. Luckily for you though, I found an item that will take some of the pressure off of this process, and help you with your enchanting needs.
Infinite Gold = Infinite Grand Soul Gems
If gold wasn’t an issue, then Grand Soul Gems wouldn’t be either. Luckily for you, I wrote a guide to essentially make as much gold as you could possibly want, helping you buy as many Grand Soul Gems as you’ll ever need.
The short guide here is to find a weapon with the Banish enchant, disenchant it, and enchant any weapon you can get your hands on with it. An iron dagger worth 10 gold goes up to being worth nearly 2000 gold with the Banish enchant. You won’t even be able to get rid of them fast enough, since vendors have limited coins, but what you can do is use them for trading. Find a vendor that has a bunch of Grand Soul Gems (filled preferably) and buy them all, then sell your enchanted daggers to him to get your gold back.
Check out the guide on how to make easy gold for more details.
The Black Star = Infinite Grand Soul Gems
There is an item in the game called The Black Star. The Black Star is a soul gem that can trap any size of creature, and it is never broken or consumed when you use it, it is only emptied.
To get The Black Star, you need to start the quest by the same name. Speak to Araneas in the Shrine of Azura, which is in the mountains directly south of Winterhold. Once the quest is complete, you will have the choice to return the broken Azura’s Star to Araneas or to a man named Nelacar. Returning it to Nelacar will yield The Black Star.
Once you have The Black Star, it can be filled indefinitely with any sized soul. The text on it says it can only hold black souls (souls from killing humans) but this is incorrect, and it can actually hold any sized soul. It will always default to smaller gems for any smaller creatures, however they will fit into The Black Star if no other gems are available.
Obviously, it can only hold one soul at a time, so it isn’t the “end all be all” gem, but it does take some of the pressure off of having to buy as many grand soul gems. Where The Black Star really shines is at recharging your enchanted weapons during  a dungeon, since you can fill it, recharge a weapon with it, and fill it again time and time again so you’ll never really have to use your hard earned gems to recharge your weapons.