Do dragons live in specific biomes? Are there even multiple types of dragons that live in specific biomes? I have put in a couple of hundred hours, slayed many forgotten beasts, but never encountered a dragon. Most of the time I embark in a biome with a lot of trees from wilderness to terrifying. Also I usually play in worlds that are 100 to 200 years old, since dragons grow to full size in 800 my worlds are relatively new for these creatures.
No, dragons don't have a specific associated biome. As for age, again, I don't think it matters. For a younger world, that just means any dragons you'll encounter will be smaller.
Dragons are just really rare and you've been terribly unlucky. :(
Check out the wiki for more info: http://dwarffortresswiki.org/index.php/DF2012:Dragon