They have a large selling price but I haven't found anywhere to sell them. I am playing on an xBox 360 fyi. I have been collecting them from every Dragon I kill and wonder where I may sell them. I would like a reply ASAP as they are very heavy and would like to get rid of them to open space for other loot. Thanks, 18.104.22.168 16:06, August 29, 2013 (UTC) -GG
General Goods Merchants should buy them. If you plan on smithing and have a house for storage saving some would good for making armor (and if you have Dawnguard weapons and arrows) later on. Theres never really a shortage of Dragons though.
I honestly suggest to *not* sell them at all and instead use them to craft stuff via Smithing and then sell what you make to gain profit. Dragon Armor and Weapons aren't only some of the best in the game (next to Daedric Armor/Weapons), but their high value and the abundance and unlimited amounts of dragons in the game allow you to really gain a lot of money in general just by making stuff with the scales/bones that you will get throughout the game. A quick tip on leveling your Smithing if your skill is low is to go to any of the major Dwarven Ruins and just pick up specific scraps of dwarven metal and smelt them into Dwarven Metal Ingots and with those just make Dwarven armor/weapons (check the wikia site's main pages on this strategy) and you'll level up Smithing pretty quickly.
Also, with the Heartfire DLC, you can add a Trophy Room to your house and with Dragon Bones (only requires 1 bone) you can add a dragon skull to your trophy room, which can be quite nice to have, I think. (Also, if you plan to check out Heartfire, I suggest bypassing building a Storage Room. I feel that it's a waste since all storage in your houses can be used to store anything, and I think it's better to have more than one of the same room that is far more useful, either with function or basic sentimental value, such as a Trophy Room.)
Hope this helps. Sorry I sorta rambled off there. :P
If you have an available chest put them there, they will be useful for crafting armor later in the game. If you don't you can sell them at a general goods store such as Belethor's shop or the Pawned Prawn.
Keep the bones and scales and make good stuff. If you are a level below 25 then go ahead and sell them, there is no need to keep them if you will be killing more dragons later in the game and when the smithing perk is available.