TheGodBen is right about The Search, part 1
feeling a bit pedestrian. A lot of new things were introduced, but this episode is solid and ultimately is just the link in the chain between The Jem'Hadar
and The Search, part 2
. Ultimately this episode will always be for infilling the plot, and it does it well, but episodes like these are nearly always good but nothing really special.
My only real gripe is what the f*** they did with Jadzia's hair, it detracts from her beauty, and was attempt at flare that miserably failed.
Regarding the Romulans they always seemed to be in the background in this series, but then I like it this way. They play their part in developing the whole story, unlike in TNG where we saw standoff after lame standoff which did not really amount to anything (and this is why the episodic format fails because writers have to wrap to many things up when they should have explored the plot more thoroughly). DS9 did roughly show the Romulan's agenda, first it was trying to cripple the Dominion with one blow, that it was an uneasy peace, and then finally all-out war (thanks to Sisko and Garak).
The Romulans remained in the background because the Jem'Hadar/Vorta/Founders, Klingons, Cardassians and various Federation races were the ones that a) really drove the plot and b) comprised most of the main and secondary characters.
I also felt Odo travelling on the Defiant was a little to convenient, very TNGish having main character(s) come along simply for the sake of it (and some lame reason for them being there), but it was for the plot's sake so I can overlook it. I also like the Defiant's sets simply because they were made to be bland and if you take TNG's sets (with the Enterprise) they looked rather bland as well. In fact the Defiant's sets were better because of the lighting and darker colours.