I think my favorite is the fourth CD plus the music from "The Visitor" (LOVE it)!
I agree, I like the 4th CD best. As it features more complete scores, it has a really nice flow. It's also the most thematic with lots of good uses of the DS9 theme and the original Star Trek theme. McCarthy's ability to blend the TOS theme and "The Way You Look Tonight" into the DS9 theme is pretty impressive. I really enjoy that montage cue from "What You Leave Behind." I think it may be up there with the all time great Trek music cues. I initially found the saxophone a bit jarring, but after a few listens, I enjoy it and wish it hasn't been dialed out of the final mix.