Word walls are very hard to miss in major quest chains, especially those in dungeons. They're big and for some weird reason, you hear chants when your are near one. They also seem to be conveniently placed near the end of the dungeon, near the boss.
Note however, that not all major quests will have you encounter a word wall, even the main quest. Also, there are many word walls like the one found near here (link) that may not be part of a major quest at all, and you may miss it if you haven't been exploring.
If you're looking to have all dragon shouts, Arngeir will provide you word wall locations, sending you on a quest to learn the dragon shout on that wall. Note that some dragon shouts are only learned from a certain quest - most of them from the main quest line. If you also use a shout on a location (usually inside a dungeon), you may get (too frequently, in my case) a "Letter from a Friend", also providing a word wall location and sending you on a quest to learn the dragon shout on that wall.
If reading a guide does not break the roleplaying experience for you, there is a list of all dragon shouts and where to get them here: http://uesp.net/wiki/Skyrim:Dragon_Shouts