I'm getting frustrated. Several times while travelling a dragon appears. I conjure a fire attronach to try and get it's attention but it is always landing on the other side of some obstacle. By the time I get to it it's off somewhere else. I might get an arrow or two into it but the darn things just won't stick around long enough for me to kill it. It doesn't help that I'm usually encoumbered when I meet them. Trying to run after a dragon in a slow trudge just doesn't work. You'd think that after I stuck it with an arrow it would be annoyed enough to want to eat me.

Hit it in the knee with an arrow if it flies away. You'll find it guarding the nearest town a week later.

How far into the main quest are you? You'll get a LOT more encounters as you go through the MQ. (And they won't ignore you for the most part.) Also, I've heard people say that fast traveling spawns them more too.

I have much the same experience with dragons in the wilds, they're frequently much more interested in battling mudcrabs and wolves than in me. I have much better luck when they're attacking Winterhold.