I'm thinking that I guess I could buy soul gems from a merchant anywhere in Tamriel, but I'm also thinking that filled gems at lvl 50 would be outrageously expensive, and unfilled gems would require me to kill level 50 enemies which is very unlikely (being I'm level 30).
The game battle levels you to 50. Put the skill points into the passive that has a chance to trap souls from a melee kill and you will fill up your gems.
Problem that I ran into, and it may be because I did not explore enough, was I had to use AP to buy things in Cyrodill, not Gold. But, I could not buy the soul gems or glyphs that I needed in the rest of the map as I was not VR Level yet. So, no AP, no Gems or Glyphs.
Yes, Filled Gems are expensive, but empty ones are cheap. As I said in the post above, I did not explore a huge amount of Cyrodiil, but I could not find any merchants that sold Gems or anything else in Cheydinall or Chorrol. So, I don't know if you can buy the gems while your there if you don't have Alliance Points.
Thanks, Nestor. I just went back to work (work in a school) so I haven't been playing much on weekday nights, but I'll mail you in-game when I go on sometime this weekend.
My PVP skills leave much to be desired (I have yet to kill another player, LOL), but I'm assuming the NPCs in Cyro are lvl 50.