I'd say early Bashir annoyed me a lot. But by season 3 or 4, they'd made an active effort to make him less insufferable and though that major plot twist concerning him is really out there, it suited him in the end. Though Ezri did annoy me too... but for spoilers I won't get into that. Let's just say she distracted from the main plot more often than contributing to it.
As for Nog, Captain Kathryn. I'd actually say he probably had the best character arc out of -everyone- on DS9. He's a petty Ferengi brat at first but he changes... a lot. If you watched the season 7 finale of DS9 you seriously wouldn't recognize him, but the slow changes over the years really do become him.