One of my personal favourites. A one-shot manga that was adapted into two OVAs, telling the story of a Dragon Knight wanna-be and a mysterious girl that can transform into a Dragon, talk about a perfect pair! The author made a good mixture of heroic fantasy and xxx scenes, with gorgeous drawings. Too bad there's not more of it. The catgirl character who is rather adult became a child in the anime, and a sex scene involving here was censored in western countries releases...
http://www.mediafire.com/?bw2v0cpgpma2vuj
06.05.2012 UPDATE
To my surprise there was a follow-up manga, not adapted into anime. Our hero married with the dragon girl, and they got twins (a boy and a girl). They have grown up and paired with a young Dragon Knight lady. More awesome graphics, action and sex follow.
Dragon Rider II:
http://www.mediafire.com/?0f69upymfep6p15