It's hard to choose. It says a lot for the show that they had so many good non human characters.
I liked how they used the Ferengi characters of Quark, Rom and Nog. They were a lot more fleshed ot than many of the Klingon charcters we saw. Even though that was a more popular species.
Quark had some great observations on what was happening and it was fun o watch his scheming.
I like how Nog (Not Jake or Wesley) became the model starfleet officer.