I think that what made the Cardassians interesting was that unlike either the Romulans or the Klingons, the Cardassians actually had a real history. Even before DS9 we learned that Cardassia had something of a tragic past. People starved on Cardassia. It was the militarization of their society that "saved" them. They are are a people with a big ego yet have a huge inferiority complex. Joining the Dominion was perfectly rational from their point of view. For several years they attempted a rapproachment with the Federation and tried to reform their society. What did they get for their efforts....an invasion by the Klingons. Even though the Federation saved the civilian government (or rather Sisko did without getting permission from Starfleet) and suspended their treaty with the Klingons, they ultimately did nothing to help repell the unwaranted Klingon agression. The Dominion came to their aid in their hour of need (even though the Dominion instigated the whole thing). To then have the Dominion start treating them like a subject race was a humiliation too far.
What's equally interesting about the Cardassians is that they are the ONLY Alpha Quadrant Emprie in which we are shown one of their subject races. Bajor and the occupation have been a big reason why the Cardassians seem much more complex. We've NEVER seen one of the Klingon or Romulan conquered worlds (and we know that they must exist since the Federation is constantly finding inhabited worlds in its own space (plus we saw the Klingons attempt to woo worlds into their camp back in TOS). How much more interesting might the Klingons be if we saw them through the eyes of other races that were incorporated into the Empire.