The Dominion story is what for me makes DS9 the best Star Trek series,just a brilliant story line for 3-4 seasons.
Love how it builds into the story gradually in the mid seasons with a few lines of witness accounts of "The Dominion" and then snowballs into the most formidable enemy of the Federation ever.
What makes DS9 truly great is the fact it challenges the "holier than thou" approach of Starfleet/The Federation. In the past they were 100% the good guys against all odds, this allows them to play dirty - Sisko lying and cheating to bring the romulans in, section 31, attempted genocide etc - it brings a phase of desperation in.
Also the fact that the Act 1 Scene 1 bad guy is the same bad guy of the final quarter of the final episode 7 years later in a completely different, but ultimately the same, context is a sign of great storytelling.