Nog became one of my favorites in the episode where he starts out with his rather comedic attempt to pay Sisko to sponsor him for the Academy, then rather heartbreakingly tells Sisko that he doesn't want to grow up to be like his father. I don't think we'd ever seen Nog show such sincerity to that point in the series.
That was a great moment. I also loved when he stood up to Martok and the other Klingons who were loitering on the promenade.
"You are either very brave, or very stupid, Ferengi!"
"Probably a little of both."