Dragon fightfights give you a dragon soul, and a bunch of dragon scales and bones. Dragon souls are used to unlock new shout after you've learned a word, whereas scales and bones are used to forge one of the best armor in the game, both light and heavy.
If you need neithernone of these, you can try to run away from random dragon fight. But keep in mind that dragons are fast and will follow you for quite a while, so you should be prepared to take quite a bit of damages while running away. (Assuming they're breathing at you)