DS9 had a shaky start. The preachy, whiny, and unsympathetic Bajorans grated my nerves
Dax was a know it all Spock type who borderlined Mary Sue with all her talents and knowledge
Odo hadn't been developed yet
The constant trolling by the Cardassians got annoying really fast. Not like they didn't have a government to run or anything.
DS9 didn't feel like a space station. It felt like a space mall with Sisko as the GM.
You see, that's how I felt when the show was on, but right now I find DS9 the easiest to go back to out of any Trek. Bajorans unsympathetic? Yes, by TV standards they are unsympathetic. That's what makes them more interesting than the cast of Friends, the scirpt makes no attempt to manipulate you into liking them. It doesn't cue when when to laugh and when to go 'Awww', it just presents them as they are, with the politics and the failings we have in real life. DS9 challenged the illusions of television, and at the time those were the illusions people wanted.
It's kind of ironic, when Galactica first came out it was praised for doing the exact same things DS9 was hated for. And DS9 is the one new fans have the easiest time connecting with too.