Ok, so, I killed Alduin in Sovngard, finishing at least that part of the main quest.

When I got back, after talking to Parthurnaax (err, sorry if I mispelled that), I went back to the Blades to talk to Esbern, and he insists I kill Parthurnaax. I'm not ready to do that yet (my character feels that if P is leaving humans in Peace, I'll leave him in peace for now).

I tried talking to the Greybeards and telling Arnguir (again, not sure of the spelling atm) that I wouldn't kill P., but that doesn't seem to be offering me any path forward, story-wise.

If I want to continue the story, is killing P. really my only option? Wouldn't surprise me too much - an aweful lot of the quest arcs are very much "on rails" in terms of not giving you reasonable additional options. For one thing, as Dragonborn, shouldn't I be the head of the Blades? Who are they to tell me what to do? The Aedra, or Fate, or the $60 I paid to Bethesda made me the Dragonborn, so it's been given to me to take responsibility for killing or not killing dragons.

Right now, I'm just trying to collect the rest of the Words, thinking maybe Arnguir will offer me additional options once I've gotten all the words?

The main quest is over once you kill Alduin in Sovngarde. The blades asking you to kill Parthunaax is a side quest, where your only option is to kill Parthunaax, or don't. Nothing happens if you don't.

I haven't heard anything about anything happening once you gather all the words, but I don't know for sure.

Well, they resent you if you don't, leading to people coming in to make threads about how hypocrytical the blades are.

Hmm, I think gamesas missed an opportunity for a possibly interesting Epilogue here. Just as with the civil war, you can choose a side, they could have had a sort of blades/greybeards arc after the main story arc finished, that sort of wrapped up the story of the Dragons.

As it is, even though I've finished off Alduin, there seems to be an unlimited number of dragons, so if the Dragonborn was supposed to rid the world of dragons, that doesn't seem like it has happened. I mean, with Oblivion, once you finished the main quest, all the gates closed and there were no more. There doesn't seem to be any kind of closure with this story.

Oh, also, did I miss it, or did they never actually explain why the dragons returned, or why Alduin attacked Helgren when he did? I guess they kind of give the impression that he returned, just because he did - nobody was an "agent" in bringing him back - the ancient Nords used the Elder Scrolls to fling him forward in time, and this just happened to be when he landed? Did he attack Helgren because he was somehow drawn to the Dragonborn? Ironically, if he hadn't, you'd have been beheaded and he would have triumphed. . .

Nope, the main quest ends after you beat Alduin although it doesn't end the game though, you can continue to play afterwards.

After Esbern showed me the wall, I continued with the MQ, without ever returning to him. After I killed Alduin, I couldn't find him or Delphine. No orders to kill Paarthurnax (he left anyway)... Anyone know where Delphine and Esbern could be? I've checked Riverwood and Sky Haven Temple.

Did you go to the "Top" of Skyhaven temple? That is, if you keep going to the back of the temple, and climbing up the stairs, there's another exit to the Temple, which leads to a sort of 'courtyard' at the peak of the mountain, with a great view of the surrounding area. I believe that Esbern and Delphine go there for a scripted encounter you can have where they say something (don't remember what), then they'll go back into the temple. That is probably where they are.

Nope, killing Alduin is the end. Killing him is just a side thing.

I think that you can recruit new members for the blades if you kill him, but thats about it. Not sure though since i've always sided with not killing him in my play throughs.

Dragons don't go away as you need them for dragon armor and the souls for the shouts.
In my opinion they did an mistake closing the Oblivion gates in Oblivion cutting off the source of sigil stones.
Yes it was made sense but it made people delay the main quest at it was designed to be done early.

And yes attacking Helgen was a bit of an mistake.
However you have nords walking around calling people in full daeric gear milk drinkers while wearing fur armor and an steel sword, a even stupider mistake.

Ah. I have not. Thanks.