Can someone advise me as to what gems I need to match the various life forms' souls throughout Skyrim?
Such a pain having Common gems filled with petty souls or worse, black gems filled with Mudcrabs souls. Such a waste.

Also, is there a way to 'save' gems like Grand or Black soul gems so they don't get used by accident?

Specifically I want to know what size gem the soul of these characters would need:

Cave Bear
Mammoth
Wolf
Stag
Goat
Sabrecat

http://www.uesp.net/wiki/Skyrim:Souls

I thought Black Soul gems could only be filled with human souls anyway?

And IMO it's the size of the animal that depends on what type of soul to is. Like a Mammoth would probably be a Greater soul, but I'm not sure.

I use black soul gems and the black star so all my souls are grand. You should do the black star quest.

I was just about to post the same question. I skipped soul capturing in Morrowind and Oblivion, and when I played Daggerfall I was 13-14 years old and far more concerned with finding Nymphs and Daedra Seducers to care how I acquired the souls I used to make magical items. I was familiar with the concept, but still ignorant of the details. Needless to say after I had just gotten done with a few dungeon crawls, while indiscriminately mowing creatures and NPC's with my bound sword, I was more than just a little disappointed, and surprised, to find my greater/grand gems filled with lesser/common souls.... womp womp

I think it would be really helpful if the notification that popped up saying "Soul captured!" said something more like "Lesser soul captured with common soul gem." That way you could at least learn as you go. Also having the option to prevent weaker souls from filling more powerful soul gems would be nice. I guess you could have your companion hold the more powerful ones until you needed them though, but that'd be a bit of a hassle.