The Jem'Hadar (DS9) - Early DS9 is given a bad rep, and it was once accepted wisdom that it 'got good' with Way of the Warrior, but episodes like this one challenge that view in my eye. This episode is foreshadowing and knows it, but it has such a good time with it and does it so well that it's hard to avoid the tension it's building about the Dominion.
The Adversary (DS9) - I always liked this one. The Founders provide the perfect reason for paranoia, and this episode plays it well. It's a little predictable in its execution, but it also sows the seeds of something important for the DS9 arc - the conflict between crewmembers that the founders' infiltration causes that leads to 'Homefront' further on. Plus, the end scene is great. "You're too late. We're everywhere."
The Way of the Warrior (DS9) - This is one of those 'very special episodes' and it feels like it. Big changes to the Star Trek universe with the end of peace with the Klingons, and the invasion of Cardassia. Big changes on the station too with the appearance of Worf. The message here is clear from the opening titles onwards and culminates in the big fight at the end - "DS9 is bigger, better, and more action packed". With TNG over, and Voyager in a different quadrant, the black sheep of the Star Trek family finally had free reign to make sweeping changes to the Trekverse without affecting the rest of the franchise too badly. And they made use of that ability, starting in this episode.