Welcome to one of the most hotly debated topics in palaeontology. Feathers, hair, skin, etc rarely survive as fossils, so evidence is sparse. Some people will argue that keratin filaments (not really modern feathers, but more like single strands of fiber that later developed into feathers in some species) are a basal feature of dinosaurs, and so potentially all of them could have been 'feathered' at least on parts of their body, or at certain stages in their life. Others will argue that this feature has developed multiple times, and that features actually related to feathers are restricted to a fairly small group of dinosaurs

Just about all you can conclusively say is that some families were predominantly covered in feathers, and others were predominantly covered in scaly hide similar to reptiles (sidenote: reptile doesn't really have a scientific meaning, as any formal definition would probably have to include birds as well)

I was curious about this one myself a couple months ago. The last common ancestor of all birds lived early enough that it's descendants had enough time to evolve into the four main families of birds by the time the mass extinction event that killed the dinosaurs happened. So it was multiple species of birds surviving that eventually became the birds we have today.

>Which species of dinosaurs had feathers?

It's likely all of the avian dinosaurs had feathers. Many non-avian dinosaurs are believed to have had feathers with strong evidence that some did. If you want to include filamentous pelts into the definition of feathers even more species are included. Feathers weren't exclusive to dinosaurs. Pterosaurs also had feathers.

> Did only small dinosaurs have feathers?

Yutyrannus huali is currently the largest known dinosaur with feathers. It was nearly 30 feet long and over 3000lbs. The recently extinct elephant bird stood 9 feet tall and 1600lbs.

>Are all dinosaurs birds or reptiles?

All dinosaurs are reptiles. All extant dinosaurs are birds.

Fun fact: the crocodile's closest living relatives are birds.

List of feathery dinosaurs. Some are debated, like Concavenator.

Chart showing integument for each group.

Cladograms: Coelurosauria and Eumaniraptora

Note that "feathers" can refer to a variety of structures, ranging from simple monofilaments sometimes called dino fuzz or proto-feathers, to plumose branching structures like down feathers, and then pennaceous feathers with a rachis and interlocking barbules. Most filament impressions are found in theropods, specifically Coelurosauria, and the most complex and bird-like structures are in one of its branches, Maniraptora.

A few ornithischians like Tianyulong and Kulindadromeus were found with filamentous coats but it's debated whether it's homologous with theropod filaments and feathers. If it is, then some argue that fuzz is ancestral to dinosaurs and became secondarily lost in other lineages. If pterosaur pycnofibers are also homologous, these filaments predate dinosaurs. Early dinosaurs were small, dog sized bipeds, so one argument is they needed fuzz for thermoregulation, and then as some lineages grew large they traded fuzz for scales so they wouldn't overheat, just like elephants and rhinos mostly have bare skin. This is highly speculative, however.

The only study I know about this is Paul Barrett et al. (2015): Evolution of dinosaur epidermal structures. They concluded dinosaurs were most likely ancestrally scaly, but until there's some well preserved early dinosaurs we won't know for sure.

>Was it only the one family of raptors that survived the extinction and evolved into modern birds?

Modern birds in the sense of Aves evolved before the extinction. There were a lot of bird-like animals back then. For example, one casualty of the extinction were the closely related Enantiornithes, the opposite birds, that looked quite similar to modern perching birds, but they had teeth and clawed wings and different shoulder anatomy.

> Did only small dinosaurs have feathers?

Pennaceous feathers are mostly found in Pennaraptora, and they were mostly small to person sized, but a few were large. Utahraptor was about the size of a polar bear, and Gigantoraptor was an oviraptorosaur that weighed over a ton. However, it's assumed they had pennaceous feathers on their arms because their close relatives did. As far as I know there's no direct evidence for those two specifically.

There's some debate over whether Ornithomimosauria (the ostrich mimics) had open pennaceous feathers on their arms, but they were otherwise fluffy and plumose based on Ornithomimus. Some ornithomimids could get hefty, like Gallimimus, which weighed about 450 kg. And then there was the elephant sized Deinocheirus. It had fused vertebra at the tip of its tail, which some see as evidence for some kind of tail fan. It's debated whether such large animals would have a lot of bare skin to prevent overheating. It's possible they had reduced body cover but kept feathers on their arms and tail for other reasons like display and brooding.

Going outside of pennaceous feathers, Yutyrannus is the largest confirmed find. It measured about 9 meters long and weighed over a ton and had a long, shaggy coat of tufted filaments (longest were around 20 cm). Skin impressions from larger tyrannosaurids show scaly skin, however. Some speculate that Yutyrannus had a coat to deal with cooler climates.

Therizinosaurus is a multi-ton coelurosaur often depicted with a shaggy coat, but that's debated because of the overheating issue. Its relative Beipiaosaurus was found with a thick coat consisting of two filament types, but it was much smaller, about 90 kg.

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The myth (it turns out) is that they were scaly. Most likely is that the scales only were for reptiles and most dinosaurs were covered in feathers or feather like fur.... or fur like feathers we actually don't know.