I was only vaguely paying attention to Trek at the time it first aired, but the Occupation Arc stuck out for me as something that made DS9 distinct from what came before, if anything because it pulled off a three-episode arc, lending the series to serialization. Trek just don't do d'at!
They did the first three part episode arc back in season 2. The Homecoming, Circle and Siege. While it was quite average, it did show DS9 was willing to go long term with continuity and story telling instead of the TOS/TNG style of random encounter of the week.