Just finished series 5. On to 6 and 7. I like the bigger dominion, romulan, klingon, sarcasian arc. The political intrigue is very well written. The characters are also interesting, especially Odo, Quark. I've skimmed a lot of filler though. I like the idea of this gorgeous 20+ year old woman actually having a memory of being more than 300 years, rendering her with a confidence and grasp over the universe at odds to what would be expectable from someone 20+ years old. I like that tension, that oddity. But I don't like Jadzia. Too smug. Bashir took his smugness down to a tolerable level, Garak is very entertaining except when he takes psycho drugs.
I find the Vorta at odds to their description. "Cunning diplomats" is not the thing that comes to mind, more like sleazy, disgusting, obvious liars. They should have been portrayed in the most likable fashion, and the tension, the "other side", would come precisely from the things they proposed and did (and obviously the Jem Hadar, which I find an interesting species), rather than this caricatural portrayal of slimy physically weak obnoxious sleazy evil blue-eyed antagonists.
I enjoy the idea of changelings being in power over the Dominion. It fits, they were persecuted and have developed a great sense of paranoia and desire to control their surroundings, all the while ironically proving to everyone else that they were right about persecuting them in the first place, for they are extremely dangerous, cunning, able to infiltrate everything they want.
Overall, I am enjoying DS9. I can see why people say it's the best Star Trek series, in a way it hinted at the current flow of series that work like a very large movie, instead of small episodes. While clearly episodical (and some being very similar in tone with TNG), it is the best when it works at a larger scale.