That's the thing with Star Trek in general. They have that urge to turn the bad guys into good guys. Give them enough time and the Borg will become good Samaritans.
Honestly just saying "the dominion" is weird. The dominion was several races, including the cardassians, shapeshifters, jem-hadar, the weyoun race etc... Anyway I vote for the Jem'hadar
I've always had a soft spot for the Rommies, ever since Balance of Terror, and I wish Nemesis had never happened.
The Klingons by a country mile I think. They are the species who are the most amusing to me. Their bravado, their swagger and occasionally when they play the straight man. Kurn, Martok, Worf, Gowron, Kruge..etc. You need to look a Klingon in the eye and stand your ground or he doesn't respect you. It's easy to see them as the stereotype Vikings when taken as a collective but approach them on a Klingon per Klingon basis, they are usually great characters. In second place, the Cardassians with their intrigue and that remarkable court system they have going there. The Romulans would be more third place also for their intrigue and cunning.
Vulcans. I picked Suliban, because they have a great, unique look and interesting backstory (explored in Detained). A shame they weren't used more.