It's great that you've started doing this. We have a few rewatch threads, but it's far more interesting to read opinions by someone who's watching the show for the first time.
I had a feeling you'd like Kira and Sisko, and probably Quark, too.
I had very similar reactions to the characters that you did. I loved Kira from the word go (she is a contender for the title of my all-time favorite Trek character), and had an instant fascination with Garak (just like most people did, I'm sure); Quark was another one I liked right away, while on the other hand I found Bashir annoying in season 1 and thought Siddig's acting was awful - which it was, quite often - though, as others have already said, Bashir's annoyingness was recognized on the show itself by other characters, and was occasionally a source of humor. But he really changes a lot and becomes a really good character by season 4 (and Siddig's acting improved a lot as well), and from that point on he had some great storylines. Not so in the first couple of seasons, I'm afraid - early Bashir-centric episodes are going to be some of the worst you'll have to sit through. Dax is another character that didn't impress me at first - I thought she was a bit dull in S1 - but really grew on me over time.
I can't remember if I liked Odo that much in the first episode or two, but he soon becomes really great, and he keeps getting better in the next seasons. Rene Auberjonois is an awesome actor, and in the next seasons there are a lot of times when Odo seems to be the emotional center of the show. Sisko I liked, but wasn't that impressed with him in the first couple of seasons - it's only by season 3/4 that he really comes into his own, gets some development and becomes really badass (coincidentally - or not - about the time that Avery Brooks shaved his head and grew a goatee
).
You're in for a bumpy ride during season 1 - it's DS9's weakest season by far, because the show hadn't really found its footing yet, and there are too many unnecessary TNG guest stars and too many TNG-like standalone "space disease of the weak" episodes, especially in a bad stretch in the middle of the show. But even those episodes are worth seeing because they build characters and relationships that will become very important later on. Characters are DS9's strongest point - and, unlike in most other Trek shows, they actually grow and develop during the show.
I don't agree with the others about season 2, though. There were a few lame episodes in S2 as well, but overall I really enjoyed it. Just stick with the show, and by the end of season 1 there are some awesome episodes, and in season 2 DS9 definitely comes into its own - there's a lot more universe-building, more awesome alien recurring characters, and almost all the main storyarcs of the show are introduced. The alien characters are actually very individualized and alien cultures are complex.
The show really keeps getting better - by season 4, it gets very consistent, and in the last 3 seasons the show is just awesome, particularly seasons 5 and 6. (Although there were a couple of storylines and characterizations I had a problem with in season 7 - they weren't enough to really ruin the show for me, and overall it had a very good ending.)
The mystical elements, related to the Prophets, the Bajoran religion and Sisko's role in it, will return later on, from time to time, but don't expect to see them in every episode. They get to play a much bigger role in later seasons.
Although Jadzia is not a particularly confused Trill, and usually talks about Curzon (the previous host, the "Old Man" who was Sisko's friend) and other previous hosts as "he" or "she", she also has the memories of having lived their lives, which leads to some emotional confusion in a couple of episodes later on.
I had a feeling you'd like Kira and Sisko, and probably Quark, too.

I can't remember if I liked Odo that much in the first episode or two, but he soon becomes really great, and he keeps getting better in the next seasons. Rene Auberjonois is an awesome actor, and in the next seasons there are a lot of times when Odo seems to be the emotional center of the show. Sisko I liked, but wasn't that impressed with him in the first couple of seasons - it's only by season 3/4 that he really comes into his own, gets some development and becomes really badass (coincidentally - or not - about the time that Avery Brooks shaved his head and grew a goatee

You're in for a bumpy ride during season 1 - it's DS9's weakest season by far, because the show hadn't really found its footing yet, and there are too many unnecessary TNG guest stars and too many TNG-like standalone "space disease of the weak" episodes, especially in a bad stretch in the middle of the show. But even those episodes are worth seeing because they build characters and relationships that will become very important later on. Characters are DS9's strongest point - and, unlike in most other Trek shows, they actually grow and develop during the show.
I don't agree with the others about season 2, though. There were a few lame episodes in S2 as well, but overall I really enjoyed it. Just stick with the show, and by the end of season 1 there are some awesome episodes, and in season 2 DS9 definitely comes into its own - there's a lot more universe-building, more awesome alien recurring characters, and almost all the main storyarcs of the show are introduced. The alien characters are actually very individualized and alien cultures are complex.
The show really keeps getting better - by season 4, it gets very consistent, and in the last 3 seasons the show is just awesome, particularly seasons 5 and 6. (Although there were a couple of storylines and characterizations I had a problem with in season 7 - they weren't enough to really ruin the show for me, and overall it had a very good ending.)
The mystical elements, related to the Prophets, the Bajoran religion and Sisko's role in it, will return later on, from time to time, but don't expect to see them in every episode. They get to play a much bigger role in later seasons.
You're very wrong about the Trills, the symbionts are not parasites, and the relationship between the hosts and the symbiont is far more complicated. This gets explored more later on. To put it in as simple terms as possible, the symbionts are very long-lived, sentient beings, and when they are joined with a Trill "host", they form a joined Trill, whose personality is a combination of the personalities of the host and the symbiont, and who has all the memories of both the symbiont (in this case, Dax), and the host from the time before the joining (Jadzia). But it's even more complicated than that, because the symbiont has all the memories of its past lives, from its previous hosts. So, in a way, a joined Trill is a combination of the personality and memories of the symbiont, the host, and all the previous hosts. A very small percentage of Trills ever gets to be joined, and joining is very prestigious and sought after, because a joined Trill gains wisdom, knowledge and confidence of hundreds of years, and after the host dies, their memories and knowledge still lives on in the symbiont and its next hosts. But this can all get confusing and overwhelming for the host, which is why they have to undergo training and preparation and they get evaluated by a commission before they are allowed to be joined.And Dax. Perhaps it's because I just recently watched Dollhouse, in where rich people live forever by robbing us poor folk of our identities and plant their own inside us, but I kept having a knee-jerk negative feelings about the whole worm moving from body-to-body. I'm hoping to find more about the host. I even interpreted the Orb-Dax flashback in a negative light... as in "the host being the prisoner of the worm".
Although Jadzia is not a particularly confused Trill, and usually talks about Curzon (the previous host, the "Old Man" who was Sisko's friend) and other previous hosts as "he" or "she", she also has the memories of having lived their lives, which leads to some emotional confusion in a couple of episodes later on.