This is a very tough list to come up with, as I liked the vast majority of the main and recurring cast and have been going through a mammoth rewatch of DS9. As it stands, my top five would be (for now):
1. Kira Nerys - A tough and feisty female character. She had a different perspective on things that the average Starfleeter, separate drives and ambitions that set her apart from Sisko--someone she was always willing to stand up too. She went from being an angry and violent kid to a more mature and seasoned woman, with her opinions to Starfleet and the Cardassians changed over time by the people she met, whilst also making peace with what she needed to do during her time in the Resistance.
2. Elim Garak - An enigma, wrapped up in a mystery, disguised in a lie. He was a genius bit of character creation, with an excellent actor under the makeup, who had a great arc over the series, ending with him only getting home to a planet that was battered and beaten. He was a character that could have been very standoffish and unlikeable, but he was charming and multi-faceted, which always made him a joy to watch.
3. Miles O'Brien - Yes he was thought up for TNG, but he didn't come into his own until DS9. He was the everyman, someone who was faithful and loyal, dedicated to his family every bit as much as he was his duty. He and Bashir formed the best friendship of any series. Whenever the writers put him through hell (and they did, a lot), you felt for him because he is the kind of nice guy you hate seeing bad things happen too.
4. Winn Adami - I dare someone to find a better antagonist in a series (Dukat is a close second mind you), and all without ever coming to blows with Sisko, Kira or the others. Smart and shrewd, with a cunning mind and a powerful faith that saw her through almost until the end. Another great bit of casting brought her to the forefront, and her frequent clashes with Sisko and Kira showed that she wasn't a woman to be intimidated and that she would give as good as she got.
5. Ezri Dax - A great new addition to the final season, a risky thing to do when you think about it. She had to be introduced and developed, not just plopped in as a Jadzia 2.0, whilst also continuing the war and ensuring all the other characters still got their time to shine. They got the balance just right (VOY should have taken notes when introducing Seven). Here was a young woman, given a burden and responsibility she had never wanted and left to deal with it. She grew into her role as host, embracing all the knowledge, experience and skills offered to her and by the end came to own them.
Benjamin Sisko - The man who took a broken down station and made it a command post for an entire tactical wing. He was strong and fierce (you won't like him when he's angry
), but also a loving father, husband and son. He grew to accept his role as Emissary and place he played in Bajor.
Kai Opaka - She was only in three episodes, but that is just a testament to the impact she had on me. A character that was "killed off" far too early, her conviction and compassion made me instantly like her.
Quark - A character with a totally different view on things, as far from Starfleet as you can get, but an all round interesting and well-developed character--but still always a Ferengi.
Julian Bashir - Here was a character I hated when I first watched DS9. But over time, as you got to find out more about him and he really came into his own, I found myself liking him more and more.