I don't. I haven't played any of the main quest (it's not conducive to my specialization), and certainly not far enough to have random dragons come at me. However, if this did happen, I'd probably run away. If at all possible, I'd run until I found some other enemies who could take care of the dragon for me, then I'd swoop in at the end and try to clean up the scraps. But mainly, I'd just run away.
Also, they aren't susceptible to sneaking? I thought I'd heard some anecdotal stories about sneak attacking dragons...