Dukat ends up right where he should be at the end of "By Inferno's Light": in the top echelon of a horrible group of bad-guys. Just where I love to have him -- so I can hate him for good reason. (I didn't like the middle seasons as much, when Dukat was more of a "good guy".) I wonder what the average Cardassian thinks of it all -- joining the Dominion and Dukat being in charge versus the old civilian Detapa Council that Dukat use to work for?
Wonderful that the relationship between Worf and the real Martok starts out on a better footing than between Worf and the changeling Martok back in "Way of the Warrior". Here they really hit it off. Sometimes almost too much. Like it seems that Martok is almost gushing to be in Worf's presence. But probably that was just him playing it up to build up Worf's confidence. And Martok will be around on the station now. Yet another great DS9 secondary character.
I love the scenes dealing with Garak's claustrophobia. (Big shock, right, liking Garak scenes.) Not only was it a great moment for Garak's good qualities like determination and self-sacrifice to shine, it also allowed us a chance to see that Garak really can't shut up, even when he's only got a light and himself to talk to.
Loved seeing the Romulans show up to help. Maybe it's the beginning of a real partnership, "the enemy of my enemy" and all that. (And I'll try not to read too much into the fact that the Klingons and Federation are now back together only because the Dominion and Cardassians have joined forces.)
As TheGodBen mentions, I love how there was a hugh Dominion fleet poised to attack DS9 in this episode -- twice -- and yet no attack happens. After all this build-up, the story suddenly goes off in a different path. You're expecting to see some great battle footage, but then the story gets resolved some other way. I loved that aspect of the writing on DS9 -- always challenging our expectations as viewers.
But it also says something about the Dominion in-universe. They probably could have battled those 2 times, and probably done very well. But they chose to do things differently: gain allies (in the Cardassians); try to use subterfuge and undercover operatives to gain a military advantage versus direct confrontation. It really let's you know that the Dominion is cunning -- and they are in this for the long game, they're willing to wait until their hand is strong.