I just discovered that you can get a free dragon soul in the tomb of Jurgen Windcaller (in Ustengrav). After you explore Ustengrav, find Delphine's note, and finish talking to her, don't immediately go with her to kill the dragon in Kynesgrove. Instead go to High Hrothgar and return the horn to Asgeir. That completes the Horn of Jurgen Windcaller quest. Now you can go back to Ustengrav, and at the coffin you will see the horn floating above it. You can not select the coffin, and it will give you a free dragon soul.
I am sure you can this at any time after you return the horn to Asgeir. But you may as well get it out of the way before Kynesgrove, rather than wait until afterward.