Header pretty much sums it up. I've tried shooting arrows at them and I don't have any spells in range... what's the trick?

I yell at them(unrelenting force). Then kill them.

I also primarily use Shouts, but sometimes (not always) they result in them flying away... bummer.

chat up his girlfriend!

If you get one that endlessly circles, try running for the nearest structure/cave/etc. on it's flight paths. They seem to have trigger points where they will ignore you if you aren't close enough.

The tower near Whiterun is a good example of this, the dragon that spawns there has never aggro'd to me until I run up near the tower ruins. This is after the story one, of course. It also spawns very frequently, so it's a good place to see what the range is.

I prefer not to get their attention. Instead I just follow them to see what does have their attention, and where they want to land. Then I kill them at that spot when they do land.

Dress like a mudcrab