Benjamin Lafayette Sisko is my favorite character. I really like the fact that DS9 took a different approach when it came to it's Captain. I like that he's a family man, he experienced the loss of his wife in the line of duty, and he arrived on the station with some mental baggage. He didn't want to be there, anywhere but there. As his character grows over the course of the series, the station and Bajor becomes home to him, and learns to embrace being not just a Starfleet Officer, but the Emissary as well. I like that he likes baseball, that he has Jake there with him, that we get to see him come home to Earth to visit his dad, and I like the fact that we got to see him get promoted from Commander to Captain. With other Captains, it was all about how they sacrificed their personal lives for their careers, so it was nice to see a Captain that had a son, and at first a wife, and then meeting Cassidy and having a relationship with her, and finally getting married again.
I also like the fact that Sisko is a total badass. He wants to be on the front lines taking care of business, and he doesn't back down from a fight from anyone, not matter what race they are. When the going gets tough, the Captain gets a warship with quantum torpedoes, additional armor platting and a cloaking device, to say nothing about upgrading DS9 with 5,000 photons and phaser banks. He's also a great leader, and when he makes a decision, he is decisive about it and sticks by that decision. That's the kind of leader I would want to serve under, and I think all these things are what makes him great.
I know some people weren't fond of Avery Brooks' acting, but I really enjoyed how he portrayed Sisko because it was so different from everything we were used to seeing.