This area requires a few souls to access, 20,000 to be exact, but it is worth it. The first one that is worth mentioning is at the bonfire where all the giant knights are. 1) Anor Londo has two areas that make for good soul farming locations. These gleaming beauties get you about 1,000 souls each. 2) Once you have progressed a little farther into Anor Londo, you will find yourself surrounded by silver knights. Down in the Tomb of the Giants, you will find Nito's boss room, but that isn't what we care about. This farming method is best done with Kirk's armor (Thorns set) because of the damage you can cause from rolling. The Kiln of the First Flame is the end of your Dark Souls run, which is unfortunate because it is a good area to get some soul farming done. Nearby the first bonfire of the area are a group of Taurus Demons.
The Demon Ruins are a great place to gather a few extra souls if you want to venture around the hellish landscape. Return to the Asylum that you start the game at and go to your cell. To farm here, there are a few necessary steps.