I went far enough in the main quest to get dragons to start spawning, but I've pretty much tried to leave them be (unless they attack my family at my homestead - although I wonder if my kids could take one out ). One has attacked Riverwood (alas, poor Alvor, I knew him well). I actually led the thing almost all the way to my house but it was still in the town next time I hopped over. Is it just going to stay there until it gets killed? I was kind of hoping it would just eat some people and be on its way...
If my companions are set to attack, naturally they attack the dragon and I can't leave without getting separated. If they're set to not attack, they won't stealth, so while I can slip quietly away into the night the dragon just follows them. It's like dragons are the new cliff racers, a real PITA.
I don't go to towns very often, and the dragons don't appear often yet, so it isn't a huge deal for now. Just wondering how the game is going to play out if I stay this course for a while. Eventually, I suppose I'll be forced to start killing them if only to be able to shop somewhere in peace. Wars have been fought for less...