Stone of Ephemeral Eyes are somewhat rare and expensive, but crucial for maximum online interaction (only players in body form can summon blue phantoms for help). Using Stone of Ephemeral Eyes is also the most efficient method of shifting the world tendency towards black (by dying repeatedly). Stone of Ephemeral Eyes are limited to about forty in a single playthrough, but there are ways to farm these stones.
4-2 Black Phantom
In 4-2, kill the reaper and head to the pit that Patches pushes you down. Saint Urbain is down there waiting to be rescued, along with a katana wielding Black Phantom who will drop a Stone of Ephemeral Eyes (along with some chunks of Darkmoonstone).
If you kill Urbain, before the Black Phantom, the phantom will respawn every time you re-enter the world and drop another stone when killed, thus guaranteeing a Stone of Ephemeral Eyes every single run. After he is killed for the first time and the door is opened, you can sneak up on him from there, with the Thief's Ring, and stab him in the back. Evacuate.
If you need Saint Urbain for Miracles, rescue him and learn them first, then kill him in the Nexus. You can also kill him during the Mephistopheles quest, and the Black Phantom will still re-appear. If you need to preserve your character tendency, you should be able to force the respawn of the Black Phantom by just making Urbain hostile (attack, but cause minimum damage).
From NG+ onwards, after you have learned all Miracles you need from Urbain:
If you never talk to the Disciple of God (don't select 'talk' from his menu), after you kill Adjudicator, he should stay in the Nexus for the duration of the game or until Urbain is rescued. If you then kill Urbain in 4-2, and DO NOT open the door behind the Black Phantom, the Disciple of God should stay in the Nexus, while the Black Phantom respawns. This way you can both remember Miracles and farm Eye Stones at the same time. You'll have to jump into the hole, kill the Black Phantom, and then Evacuate out of the pit every time.
5-2 Giant Depraved Ones
Complete 5-2 to the Dirty Colossus archstone. Get the world tendency to Pure Black, by dying in body form about 4 or 5 times.
5-1 is the most convenient suicide location, just run off the platform at the beginning of the level.
Enter at the Dirty Colossus archstone and clear the Depraved Ones as you enterthe shanty town first. Then attack the black phantom Giant Depraved Ones to your right. Keep circling him and dodging attacks. Then attack his rear. Alternatively use Death Cloud. Don't forget to equip the Thief's Ring.
Alternative method of killing the black phantom Giant Depraved Ones
Equip Soulsucker, a catalyst, a bow, and the Thief's Ring.
Use the same route as above.
Shoot an arrow at the raised platform behind the black phantom.
As the enemy turns his back to you, quickly move up behind it (walking as you get close) and cast soulsucker for a quick and easy kill.
5-1, 5-2 Filthy Woman
The Filthy Woman merchant has Stone of Ephemeral Eyes for sale, and they can be 'farmed'. After you die in Body Form she has another stone for sale, but will only sell it while you are in Soul Form. After a purchase you must revive (by any method) and die once more, before another stone appears for sale.
5-2 Location: Start at the Dirty Colossus Archstone with light gear, Thief's Ring and Evacuate. Run back towards the shanty town and take a right before the first shaman. Run past all the enemies, and when you get to the other shaman, jump off the platform to the path below. Quick roll when you land and run a bit left, onto and across the platform above the path, and jump down to the path just before her. Quick roll again when you land in the swamp (rolling is possible in the swamp once after falling), then continue to run up to her. No enemies should have followed. Shop and Evacuate. If you don't have Evacuate, a Shard of Archstone will do, or you'll have to fight your way back to the archstone.
Note: The price changes depending on your Soul Level. At Soul Level 1 it costs 1000 souls, and past level 60 it levels out at 50000 souls.
5-3 Plague Babies
For melee run straight into the plague swamp and start slashing the babies. Use Full Moon Grass to heal and stave off plague damage. In New Game+, Plague Babies may kill you in one hit. To avoid being hit, back up a single step when you run into something solid in the swamp. It may be best to enter from Astraea's archstone. There is an invisible wall in that direction which the Plague Babies cannot pass. You will notice them line up at a single point in the swamp ahead of you. You can simply stay out of their range and slash the group from here.
It is also possible to kill plague babies with ranged attacks, they do not hide when you start shooting them with arrows. You can use Soul Remains to lure the babies out of the water, they will move in and start attacking the remains in a cluster. Perfect for using Fireball or God's Wrath.
Video Tutorial: Walkthrough