After the craziness with the Justicars, I headed back to Whiterun, sold all my loot, and set off adventuring again. I didn't make it two steps out the gates before I was attacked by a dragon. This was the first one Rodhan had fought on his own. I did eventually (barely) kill the dragon, but was immediately mauled by a sabercat. Now all cats must die......Khajiit are still ok.
After screaming at the screen about that &^$*#%! sabercat, I decided I would give it another go, but try to use the guards to help me. What actually happened was I got a rather unexpected visit from a dead guy.
On a side note, I really hope someone makes a mod to make you scream "DOHVAKIIN!!!!" when you absorb dragon souls like he did in the 20 minutes of gameplay that Bethesda released in September.