Remember, you can catch dragons in Cage Traps and tame them safely with a dungeon master as long as the dragon hadn't killed any dwarves or pets before being caged. If you tame a dragon that's acquired a taste for dwarven flesh he'll go on a rampage as soon as you let him out of the cage. He'll also be immune to your traps. Catching dragons in general is very very hard, you need to plan ahead of time and make sure you cage traps are always loaded and ready for a dragon or other megabeast.
You can also tame Hydras but they're kind of lame. You can't tame Titans (why would you want to anyways?) or Bronze Collossi, but you can still cage them. Cage traps are pretty much the Golden Gun-esq traps in this game, anything that can be hit by traps will be immediately subdued if they run into a loaded cage trap.