I watched them on and off from the beginning of their first airing on BBC 2, but I was really not a fan of the first two seasons, I found them cumbersome, boring, unsure of themselves or where they wanted to go. But Season 3 was a real turnaround, getting better and better. Then it culminated in The Adversary which totally hooked me. Odo's line at the end was great.
Looking back, season 3 is even better than I realised then, it has fantastic build-up stuff for the Dominion War, politics and so on developing almost behind the scenes, and a real sense of 'rising danger'. Brilliant stuff.