DS9 certainly had the best characters. Since they didn't have the excuse every other Star Trek series had of being in a ship that could go anywhere and encounter anything, they were actually forced to develop more of a story arc for the series as a whole, as well as develop characters a little more thoroughly. They didn't go on so many random missions, but just went about station life. That made it a lot more interesting in certain ways.
Jadzia, though... I actually wasn't crazy about her. I thought she was actually kinda sub-par next to the rest of the characters in the series. The character concept was certainly good, but sometimes I felt the execution of it was a little lacking.
I'd take Kira over Dax for best female character. Some of my favorite episodes of DS9 were Kira episodes. For instance, the one where she was trying to boot that old guy and his two mute assistants off a moon to re-settle them. Or the episode when she was investigating the Cardassian who had developed Calinora syndrome from the Galitep concentration camp. She was a well-rounded and interesting character... basically a good person, but hot-headed and with a giant chip on her shoulder.
Agree that Bashir was annoying at the beginning, but I really liked him in later seasons when he developed a little more.
You mentioned Jeffrey Combs as Weyoun/Brunt... there's also Marc Alaimo as Gul Dukat, Louise Fletcher as Kai Winn, and Wallace Shawn as Grand Nagus Zek, of course. Certainly a great group of recurring guest stars.
That does make me think of my favorite guest appearance, though... David Warner on TNG as Gul Madred, the Cardassian interrogating Picard for information ("How many lights do you see?"). Warner had been Patrick Stewart's immediate predecessor at the Royal Shakespeare Company, and Stewart's respect for Warner knew no bounds. Those scenes of them together just crackled. It was like they were on the stage together again, especially since the set itself was so sparse.
