Winn is definitely the most unlikeable character in my books. (Even Dukat has his moments of sympathy.)
With the caveat that I loved what we got, and I think they used her well, I think making Winn the Kai over Bareil was a short-sighted decision. Yeah, it makes more drama to have Sisko be in opposition to Bajoran leadership, but we get plenty of conflict throughout the course of the series. I think it would've been more interesting for Bareil to be Kai, and explore a gradually strengthening relationship between the UFP and Bajor. There's all sort of conflict inherent in that sort of unification, and then would've created a very difficult situation, for Sisko, in particular, when the Dominion invades. I think that would've been a more mature story-telling decision.
It also touches on one of the great missed opportunities of DS9: developing Bajor (which got shunted off to the side, especially once the Dominion came along).