A grand soul with a cheap enchantment will only make it so there are a ton of hits before you need to recharge it. Go learn some nice enchantments, level up your enchanting skill, and add perks to see your enchantment itself get more powerful. The gem is the paintbrush, the enchanter is the artist. A really nice paintbrush won't make a masterpiece, but a great artist can.
Also, if you want a Black Soul Gem with a Grand soul, just go to any bandit lair and soul trap a bandit. Easiest grand soul ever. Meanwhile, getting a grand soul for a normal gem is much harder.
My enchantment skill for the character I'm thinking of has 90+ enchanting. I have some things laying around that could use some enchanting... Dragonscale armor, two full sets of ebony armor, glass armor, and pretty much every kind of decent non-Daedric weapon that exists in the game. But mainly I wanted something for the character. Money really isn't that much of an issue anymore. It'd take me at least an in-game month to sell off all the crap I've pack-ratted into my houses.
I guess I'll just go for a nice necklace with a strong pickpocket enchantment on it. This character was a pure mage but I'm converting him to a thief/assassin so his skills in those areas are pretty pathetic. I already made him a ring with a 35% sneak enchantment and that's worked pretty well.
At any rate, I was just wondering if maybe there was some extra-special thing I could do with black soul gems that aren't possible with any other type. Apparently not; they're just the most powerful soul gem.
Oh, and thanks to everyone about the soulgem dropping tip. I didn't know that. The next time I play, an icewold is coming out of a grand soulgem.