The thing about the DS9 Relaunch is, because of its interconnected nature, there really are very few stories/pieces of it that can be skipped without affecting the overall story arc. What follows is a listing of the material that is considered part of the Relaunch continuity, as well as my observations on whether or not it can be skipped without adversely affecting the overall story:
The Lives of Dax anthology (can be skipped; references are made to certain pieces of it throughout some of the novels, but you don't really have to have read the material referenced to understand what's going on with the characters)
A Stitch In Time (can be skipped; as with The Lives of Dax, it is referenced at several points during the other DS9 Relaunch novels, but has no other significance, and it is not necessary to have read it to understand the overall story of the Relaunch)
N-Vector (can be skipped; its central new character, Tiris Jast, does feature in Avatar, Book 1, but her role in that novel is such that you don't necessarily need to have seen how and why she ended up on the station)
Avatar, Books 1 and 2 (absolutely essential to the overall story)
Section 31: Abyss (absolutely essential to the overall story)
Divided We Fall (can be skipped; I hadn't even heard of this comic book miniseries before now, and, if it were absolutely essential to the overall DS9 Relaunch continuity, it is likely that I would have)
Gateways: Demons of Air and Darkness (absolutely essential to the overall story)
Horn and Ivory (can be skipped; although it's the continuation/conclusion of the story started in Demons of Air and Darkness, and although the events chronicled therein have some bearing on where Kira's character goes in the rest of the Relaunch, it really isn't completely necessary to have read in order to understand/comprehend her development as a character)
Mission Gamma: Twilight (absolutely essential to the overall story)
Mission Gamma: This Grey Spirit (absolutely essential to the overall story)
Mission Gamma: Cathedral (absolutely essential to the overall story)
Mission Gamma: Lesser Evil (absolutely essential to the overall story)
Rising Son (absolutely essential to the overall story)
The Left Hand of Destiny, Books 1 and 2 (can be skipped; I've never actually read these novels, but, from what I know about them, they really have no true bearing on the overall story, given that they are Klingon-centric)
Unity (absolutely essential to the overall story)
Worlds of DS9, Volumes 1 through 4 (absolutely essential to the overall story; I haven't read these myself, but, from what I know about them, they contain several pieces of information that serve as a 'bridge' from the events of Unity to the events of Warpath)
Warpath (absolutely essential to the overall story)
Fearful Symmetry (absolutely essential to the overall story)
The Soul Key (absolutely essential to the overall story)
I'm not sure how essential The Never-Ending Sacrifice actually is to the overall story, given that I haven't read it, so if anyone could tell me, I'd be greatly appreciative.