With Ezri, it's a little better because all the cast had some sort of relationship with Jadzia, and there was a lot of baggage leftover from her death.
A little better, maybe, but still pretty shallow for the most part, and then mostly silly in the final arc.
was the one episode where I thought some justice was done to the basic concept, which is pretty amazing, really. It should
be a great sci-fi concept because it should allow the writers to explore issues of identity and transhumanism ("storing" memories and so on, though not by technological means in the case of the Trill).
By comparison, Rene Echevarria especially was able to develop the concept of the changelings in a way that never really happened with the Trill. Increasingly, it's not about Odo disguising himself as a barrel or whatever, but about his struggles with his own identity, individuality, place in the universe, etc.