There are some must-see episodes in the first two seasons, but imho, I only got obsessed with DS9 and saw the direction they were going in once I hit The Search Part 1. That's when I was like, "Oh. Oh so that's what you're doing..."Finally got to my personal favourite series - DS9 in my joint rewatch/introducing girlfriend to Trek. So we've just done Emissary, A Man Alone and Past Prologue in quick succession.
I think she's a little unimpressed at the moment, but I have told her it's a slow burner. I'm trying to remember at which point it starts to get 'must-see'.