This is just a rough walk cycle - I've been messing around with CAT in Max 2011. I'm going to play with a few of the other default rigs, and then start diving in and learning what you can change and customize in building your own.
This rig was lacking in a couple of ways. For example, the dragon's head controls all of the neck joints - so you can't rotate the head opposite from the neck. Also the tail has a ton of joints, and no overall controllers, so it's difficult to animate. The wings have their local rotational axes switched, so they have to be animated separately. Lots of little things like that. I figure I can take notes here, and keep them in mind for making my own rigs later.