I like it when there are ongoing story arcs, but I think it's a problem when they lose sight of making individual episodes interesting in order to just set up the ongoing story arc. When they do they pretty much force you to marathon the show to enjoy it.
Fortunately, DS9 never did that. Toward the end Lost and Galactica both kind of did. Game of Thrones in a way does, because they try to do five or six different threads in every episode, so the only real way to watch it is to marathon it. I might prefer it if in each episode they focused on a smaller number of threads instead of trying to do every single active story thread in every episode. Parellel storytelling instead of strict chronological storytelling. (How do the books do it? Do they jump around like the show does or they focus each entire chapter on a different thread? The show should do it that way.)