People...let's not forget some of the major reasons the Dominion lost the war. First off, we're talking like the Federation was fighting them alone. Before long they had the Klingons fighting by their side, then they coaxed the Romulans into joining in, and then even the Cardassians turned on their Dominion masters and started doing some MAJOR damage.
Have we ever seen the Borg try to invade Klingon space? Romulan space? Oh, I'm sure they'd fare about the same as the Federation, but the point is that the Federation didn't face them alone. Hell, even the Prophets played a part, making a whole Dominion fleet completely vanish!
Finally, if you'll recall, the Dominion force they were fighting wasn't really the core of the Dominion, it was just those members of the Dominion who were cut off from the Gamma Quadrant due to Rom's self-replicating mines, or the wormhole just plain not opening, or Starfleet's presence at the mouth of the wormhole, or whatever. Half the time it was only a small piece of the Dominion!
The Dominion consists of a whole planet covered in Founders, and a whole empire of not only Vorta and Jem'Hadar, but dozens of other races that we hardly ever got to see! And at least one Vorta, as I recall, had some kind of telekinetic blast powers that she used in season 2...
Now on to other specifics...
The Jem'Hadar are great fighters. We've seen this. We know this. They've got some flair to their fighting, in much the same way someone like Worf might have. The Borg clamber clumsily forward and swing their heavy tech-arms at you, miss pretty easily, and then try again. The only really unique "combat" maneuver I can recall is when a drone pulled someone off a ladder in First Contact and then started climbing it himself. Not to mention, Jem'Hadar can turn invisible. And if the Borg don't see a threat, they don't attack. Also...have the drones ever, EVER shot at anyone??
Furthermore...I noticed someone up above said that Vorta and Jem'Hadar are immune to poison AND foreign objects. Someone else countered the part about poison, but I saw no argument for why their immunity to foreign objects is invalid. If you're going to counter...pay attention!
That's all I've got for now...let's see where this takes us.