The soul of the 4 kings of new londo ruins. Shards of gwyn's soul that is. Go there. It'll be a pain though, ooh not to mention those darkwraiths.

Oh that's a looong way down. And not even i remember the routes. But the first thing you wanted to do is to go to new londo (Which is directly under the firelink shrine). Just go with the path til you see someone on the top of what-seemed-to-be-a-church. If you got the lord vessel he'll give you a key to drain the whole place. Thus revealing a pretty dark surrounding around it. And this is where my memory goes blurry. They're somewhere down there and that's about it.