or if you've got a half-decent video editor that can handle alpha-channel compositing, then you could render the dragon with any colour background you like, then also render an alpha-channel video, and use that method to do the compositing.
depending on what sort of background you want, and/or if you want yourself to appear in front of the dragon on screen (ie. the dragon is between yourself and the background), then you might want to shoot yourself on blue/greenscreen, and do the background as a separate plate, as per the attached picture. obviously, that'd be more complicated, but it would allow for more interaction between yourself and the CG character.
- colclough