Speaking of dragons, I think it's nice not to advance the main quest far enough to where they show up. That way I can do all the side quests in peace without being bothered by dragons. I hate being bothered by dragons when I'm just wanting to explore the countryside. As a melee heavy character, it takes sometimes 10 minutes to track the thing down so it won't keep flying away and then take him down. Waste of time.
The downside is you can't get any shouts. But I almost always forget to use them anyways.
Usually you can just ignore random dragons. Run away, they won't follow you.