If you're going to watch them back to back, there's a couple of things you'll notice.
Odo's changing make-up. His features change from episode to episode. I think this is mostly first season.
The Ferengi's changing personalities. The Ferengi go from mean-spirited opportunists to baffoons. Especially Rom's personality.
I think it's third season when Sisko turns into A Man Called Hawk. Or is that 'returns to'?
Dr. Bashir becomes much less high-strung.
Dax's personality markedly changes at the end of the 6th season.
I can't say any more without spoiling things.