I *just* finished Worlds of DS9: Trill/Bajor last night! They're fun, quick reads, and I'm amazed how much history and culture exists on these planets. I could read an entire series on the rebuilding of Cardassia.
All the plots and characters however spawn from the previous eight DS9 novels, so hopefully you're reading those first!
Now off to starting the last Worlds of DS9: Dominion and Ferenginar - which given the authors I'm sure I'm going to love!