Dragons seem to breed like rabbits and they keep at it forever.
After collecting the ~44 dragon souls needed to unlock all the shouts what can I do with extra souls I collect?
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On completing the Dragonborn DLC quest line, you have the ability to use dragon souls for clearing perk trees. This gives you back the perks spent in the tree while keeping your skill level in that tree the same. If you've got the souls, you can do this as often and with as many skills as you like.
There is currently a mod that allows you to trade dragon souls for perk points here if you're playing on the PC. Other than that, I can't think of anything.