The Supreme Court website has an Oral Arguments page that provides argument calendars showing when pending cases are scheduled to be argued before the Court, information about finding oral arguments, and actual argument transcripts from cases argued, beginning with the 2000 term.
If you click on the "Arguments Transcripts" link from this page, you will see a list of cases, beginning with the 2000 term, that have been argued before the Court, listed roughly in reverse chronological order. If you click on the docket number for any one of these cases, you will retrieve the argument transcripts for that case. Unlike the Oyez website, transcripts are loaded on this website immediately after the oral arguments have been held.