I personally liked the Ferengi stories. A nice change of pace from all the action.
The only complaint I have with DS9 applies to most sci-fi shows: regular human (or similar) characters battling and defeating supposedly vastly superior warriors bred for combat. When you see Sisko defeating several Klingons armed with Bat'leths with his bare hands, you have to think 'okay then...'
The fact that in the battle scenes the only ship that ever seems to have shields is the Defiant isn't so bad, but again...the small details count...