Klingons (followed what TOS movies and TNG started, but handled them well)
Ferengi (they literally reinvented them)
Jem Hadar (very menacing and worthy adversaries of the Federation AND Klingons)
Also agree, they sort of dropped the ball on Bajorans as a whole. While I get that they were a mash up allegory to the French Resistance of WW2, the Jews post WW2 and the foundation of Israel, and even the IRA, they just seemed a little TOO HUMAN to be a distinctive alien race. Had they not had wrinkles on their noses, they could have just as easily been written as a long-lost human colony.
One other thing they dropped the ball on was why didn't Bajor support and even give refuge to the Maquis? The Maquis were freedom fighters fighting against the Cardassians for taking their lands, just like Bajorans. Would have made a great story line to see tensions between the Federation and Bajor, over the Federation's pursuit of the Maquis, and appearing to side with the Cardassians against their own people. Something like that should have been outrageous and appalling to every Bajoran, and Kira should have been far more critical of Sisko.