Count me in as someone who would've liked to see a Dominion POV episode.
And rather than have the mirror universe become a ridiculous self-parody, I would have preferred for it to actually mirror the main universe a bit more. We never did find out if there was a Dominion in that universe, or any Borg. And it might have been a good excuse to show a Borgified Dominion.

I don't know, that's really the only way I'd ever want to see Borg on DS9 besides the pilot.
They proved they could do good Jake episodes with "Nor the Battle to the Strong," but he was MIA for most of the final few seasons, and they never really used him as a strong story element. One thought that occurs to me is, when the Dominion is withdrawing from the station in "Sacrifice of Angels," they leave Dukat behind--but what if they grabbed Jake on their way out? The Emissary's son would be a hell of a bargaining chip, at least for Sisko. Just seems like a weak spot no one ever exploited to any significant degree.
Oh, and they could have done at least one more "let's torture O'Brien" episode. Put him way out of his depth, like have the entire senior staff put out of commission, with a Dominion fleet advancing on the station, and O'Brien has a matter of hours to mount a defense to save their asses. And
nothing goes right.