I've left off the main quest after the Jarl of Whiterun tells you to go help his housecarl defend the Western Tower from a dragon. I haven't seen a single dragon yet after about 60 hours of play, so I assume there is a trigger after that event that makes them 'arrive', sort of like how not visiting Martin at the monastery in Oblivion meant the gates never opened.

I'm curious as to people know of any major bugs or intended difficulties that might occur if you clear out every single location you can in the game before you start any of the MQ or the major side-quests. Anything that people commonly get? The reason I'm asking is because I've started to realize that a lot of the unique loot I'm picking up is quest related and I've heard of a lot of bugs to do with quests screwing up if done out of order.