in my opinion there was too much about the Dominion war. I'd like that edited to a shorter story arc and a few open ends led to a decent conclusion. For example, a few episodes about Kai Opaka in exile would have been interesting, particularly with Kai Winn as a counterpart. Or if/how the shapeshifters managed to survive their disease (and why didn't Odo get infected?). What happened to the prophets? They surely didn't appreciate a war right in front of their door. Did Lwaxana and Odo stay in contact?
Hmm.. just had an idea: imagine an epi with Lwaxana and Mooghie as a team! They could easily take on the whole quadrant and make a good profit (and a lot of fun)
There are a zillion other questions that never got answered.