The random encounters start after you complete the quest to kill the dragon at the Whiterun Western Watchtower. I always play right up to that point and do nothing else just so the dragons spawn.
Also, until that point, dragons' lairs are populated by some other type of enemy. Witches, bandits, wild animals, etc. Once the dragon moves in, you can usually find remnants (or charred/burnt remains or maybe some bones) of what used to live there.
You are correct that the dragons appear at the dragon wall lairs once the Whiterun Watchtower quest event concludes, but I don't think random spawns will occur until the Kynesgrove incident with Delphine, UNLESS you've began the civil war quests. One of the plot archs in this questline involve a truce so that all efforts can be diverted to fighting dragons, so random spawns on military quest locations do take place. However once the civil war is ended, and if you haven't opted for the truce settlement, no random spawns occur again until Kynesgrove
So beginning a game play-through as a civil war participant is a nice way to build up some dragon souls ahead of time, then you can go out and see the world without a random dragon cluttering your adventure every 30 -60 minutes. As far as activating shouts go , the supply of specific locale related dragon kills is sufficient to activate most of the best ones, but you shouldn't count on activating all of them. The only drawback, and its a liveable one, is that you can't do the Hrothgar mountain top training with Parth. (No "Clear Skies" either) or launch the "Repair The White Phial" quest.