Thinking about going ahead and finishing the main quest but I really like my current build and want to keep playing. Will anything get locked out if I do? Will dragons stop popping up? Can I still hunt daedra? Will any guilds get locked out?

wont affect a thing.

Far as I know nothing gets locked out and dragons still spawn after completing MQ.

Nope you can finish the main quest and then roam the countryside righting wrongs and helping all the whiny people in the world or just start a new character if you believe that is the end of that character's story... I usually do main quest last on all of my characters because my RP is that they are working their way to the power needed to beat the big baddie of the game... But if you decide to finish the main quest first then you can still do whatever you want afterwards... That's the beauty of TES games: open ended gameplay...

I think the quest: is shut out if you complete the MQ... Not sure though, haven't been back there since I beat the MQ.