I do feel like DS9 wrapped things up reasonably well, but that doesn't mean some sort of followup wouldn't have been warranted.
DS9 ended in '99, Voyager ended in '01, Nemesis torpedoed the franchise in '02. I think what I would have liked is a Movie, that would have been in-place of Nemesis, that included elements of DS9, Voyager, as well as TNG. Voyager is the series that didn't get enough resolution IMO, given that the show ended instantly after they got to the Alpha Quadrant. Seeing the TNG, DS9, and Voyager crews working together somehow would have been very cool.
It would be difficult to have a DS9-only movie IMO, given that a large number of the main cast aren't even on DS9 anymore as of the last episode.
Unfortunately any movie that included anyone from DS9 or Voyager might have served to limit Brent Spiner's screen time, so that obviously wouldn't have worked.