I found some greater, but need grand if im gona make a good sword. Where can i find such creatures?

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

Not to many.. Is it bad to settle for a great soul when making weapons?

Not at all, for the same effect, a great soul gives three quarters of the charges of a grand soul.

It's not like you're only allowed to make one in the whole game. Just make what you can now and make a better one later. The better base weapons come along later, and the nastier monsters you need the ultimate weapon for won't be there yet either!

If you are level 20 or above you can find grand soul creatures listed on the link provided above by zen.

If you are below level 20, then you still have a few options:

1. Learn how to convert grand soul gems to black (see UESP wiki) and snag any NPC soul - they are all of grand power, but only fit in black soul gems. http://www.uesp.net/wiki/Oblivion:Black_Soul_Gem
2. The Uderfryke Matron has a grand soul regardless of your level (if you have the stones to kill her at low levels). http://www.uesp.net/wiki/Oblivion:Uderfrykte_Matron
3. If you jam your conjuration skill up to 'Oh Wow!', you can summon a lich or gloom wraith and capture their grand soul. http://www.uesp.net/wiki/Oblivion:Summon

the black soul gem route is particularly effective (consult the Mages guild questline) because NPC enemies (conjurers, bandits, etc) are generally easier to kill than deadra of the same level.
Remember: Demoras and Knights of Order are technically NPCs, not creatures and thus require black soul gems to be trapped effectively.

Found out i could just buy grand gems..