Buffs for melee. Mage Armor, Shield, and the like are all nice at all levels. Pulling other buff spells from wizard and cleric lists can really help. Dragons are already good at melee and have great ACs. Buffing up can make them essentially unhittable, and they'll be able to tear things to shreds. Darkness effects work with Blindsight, help against normal attacks, and provide a strong defense against touch attack and ray spells. Some form of elemental protection is a must, since many dragons are vulernable to an element. Dragons that can cast cleric spells should always get Heal when available.
One or two cross elemental attack spells are nice. Many groups will try to prepare against the dragon's breath weapon, so secondary attack spells are good for alternate forms of ranged damage. Enervation is another strong spell.
The Draconomicon has some good spell ideas.
Spells with XP costs aren't so useful. A dragon is going to have a hard time gaining XP, so he can only use those spells sparingly. Since they don't get many 9th level spells known, but still have good spells/day, why would they want to have a bunch of spells they can't use?