Easiest, but not the cheapest, way of adding dragons (or people, animals, etc.) is to get the program called Poser. The Millenium Dragon from DAZ is quite good, with a ton of morphs/poses/textures. Stuff created in Poser can then be imported into your Bryce scenes, as a 3D object, and rendered.

Lacking that, take a look around on the net for free models. The ones that will be of most use to you (meaning least hassle to import and texture) will come in 3DS, OBJ, and DXF formats, even though Bryce can import many different formats. The only drawback is that these types of models are not generally posable.

Sorry if this explaination is somewhat vague. Maybe someone else here can further illuminate what the hell I'm talking about. ;)