I haven't figured out a way to identify them beforehand unless you can get a clear look at them from a distance. I found myself wandering a little too closely to a dragon wall/shrine right as I approached my destination (which was full of baddies), and the dragon chose that moment to attack. The fight was particularly tough since I was having to deal with other baddies (spriggans and the like) while the dragon was in the air, which kept me from healing like I normally do when I get a breather in a dragon fight.
I did notice that dragons return to the shrines even after you've cleared it.. the shrine I was close to today was one of the first that I'd cleared. In fact, I think this was the third dragon I've killed at that same location. So if you ever find yourself in need of a dragon soul to unlock a new shout, head to one of the shrines, even if you've already been there.. there's likely to be another dragon patrolling it.