Bajorans.... ugh. When they still were an allegory of Jews/Israel, they were fine, but when they became full-on US fundies, they got quite unbearable.
Cardassisns... in a way, they were treated too sympathetically for a nazi allegory.
Ferengi... meh, some very good comic relief (The Magnificent Ferengi), some very bad comic relief (Profit and Lace).
Klingons... actually quite a few good Klingon episodes, especially in latter seasons; so I'll pick them.