Their plot in The Siege is one of my favorites in the whole series. They really were on par with O'Brien/Bashir for a while, it's a shame it all fell apart.
I think one of the reasons it fell apart was because Kira looked so out of place doing things that Dax wanted to do. I mean that scene in Way of the Warrior where they were in the holodeck and then first meet Worf, that was close to an embarrassing scene for Kira. Then you had Worf and Dax pair up and the rest is history. It is a shame we didn't see more of Kira and Dax though. I do know they both looked for each other in terms of advice, but that was pretty much it as the series went on.