Navaros, if memory serves, you and I have disagreed vehemently and felt exactly the opposite about certain things ("Star Trek: First Contact"?), but I think you are spot-on here. Well-put.
They went out of their way to make Kira largely unsympathetic in the early going, and to judge by the common complaints about how grating she is in the opening season, they seem to have succeeded. She is traumatized and angry, often in an irrational manner. Some will find her overall situation to be compelling, others will just be repulsed by her behavior and demeanor. Not coincidently the two opinions that you normally see regarding Kira in particular are either disgust and irritation or empathy and interest. Since that kind of tension is exactly what the writers were going for when they wrote the character as wounded, high-strung, angry and yet vulnerable, I see little evidence of a failure on their part in this thread. In contrast to what had been done on TNG, Kira is a character written for people to react negatively to, at least initially. It worked. Most of what applies to Kira in this context applies to the Bajorans overall. Some viewers may end up sympathizing with them, but they are often presented in a rather unsympathetic light, sometimes as fanatics, sometimes as scheming politicians, sometimes as terrorists. It's not surprising that people have mixed feelings about these characters, since they are portrayed in such a way as to make it difficult not to have mixed feelings about them. People whining about woeful experiences they have had is a pretty common form of entertainment in one form or another. Duet, for example, is a widely admired episode. Lots of people like it. Either it's not incessant whining, or that incessant whining is indeed entertaining for many. As for my personal opinion on the Bajorans, I'm in the "meh" category. I enjoy the political and religious themes of the Bajoran-centric episodes of DS9, and Kira is easily one of the best characters in Trek as far as the depth of her story arc is concerned. On the other hand, I can't escape the feeling that the Bajorans should be more interesting as a race than they actually ever end up being. It's true that the variety of different personality types is an improvement over the standard Trek caricature races, but there is a fine line: granted, an alien race would likely be as diverse as humanity, but surely they would be different in some fundamental way as well? Bajorans just strike me in the end as basically humans with nose ridges and a tendency to be religious. It's a bit thin, considering how much we see of them. The echos of ancient Bajoran civilisation were intriguing, especially the early development of interstellar travel, but this didn't end up receiving much attention.
I'd rather have the vulcans being British, especially after seing enterprise. And USA being "humans". Federation being NATO. On some aspects, the Federation reminds me of the european union in the real world. It's strong inside and people are proud of belonging to it, because it is firmly attached to humanist values. And it's weak outside, because it tends to act as if the rest of the world/galaxy shared those values.