Personally, I would have loved to see the scene where Starfleet tells Sisko that he's finally getting a real ship. I imagine he had one of those "hot damn!" moments of his from the first couple of seasons before he got so serious, then immediately decided that the best way to celebrate was to run out and shave his head. It was the start of a pretty big transformation for the character, going from a pretty standard Starfleet type with an occasional goofy dad streak to a much darker, militaristic badass, and I feel like they didn't give very much screen time to the process so much as the end result. Honestly, I can't recall if any of the characters even remarked on Sisko's rather drastic change in appearance.
I know that last part seems rather mundane, but, to me, that kind of stuff adds texture. It always bothered me that throughout all the shows, no one ever really commented on a lot of the seemingly trivial stuff, like a new uniform design, for instance, that real people would most certainly talk about. I would have liked to see someone bitching about how they liked the old com badge better.