Most of season six and seven
Here's a few off the top of my head (in no particular order):
1. Making Sisko part-prophet. Ugh. Completely undoes the interesting story arc begun in "Emissary" and led to a terrible finale where he "rejoins the prophets". Nonsense. I liked Sisko becoming more 'spiritual' as the series went on - it was a believable development for his character, but it was just ruined in the last season.
2. Dr Bashir being revealed as genetically enhanced. Once again, completely undid so much of the good work done on his character's development over the previous seasons and episodes.
3. The Odo and Kira romance. This didn't feel genuine; Odo's unrequited love was always handled so well, but it was very clear Kira did not have those feelings for him. That's a much more interesting, 'real' story than "she didn't have feelings then decided she did - cue kiss".
4. Destroying Alexander Rozhenko's character. I HATED his inclusion in DS9, where he was made nothing but a clown and the TNG episode "Firstborn" might as well never have happened in terms of the Worf/Alexander relationship.
5. Jadzia's death. Though I don't mind Ezri, I wish the producers had put more thought into how they were going to get rid of Jadzia. I never brought their claim that she had to die because there's no realistic reason why she would leave Worf and the station during the war. Really!?! With however many lifetimes behind her at that point, it is very believable that there may have been X reason/secret mission that required Dax's presence elsewhere precisely BECAUSE of the war. It would've been fairly easy to write her out and leave the option open for the odd guest appearance/return for the finale.
6. Gul Dukat and the "cult". Up until "Sacrifice of Angels", I thought Dukat was one of the true successes of the series. A brilliant, complex character... who underwent a personality transplant purely so the producers could have their angel vs demon analogy for Sisko and Dukat. It's silly and once again sacrificed good character development for easy plotting.
7. Becoming all about the War. Sorry, I agree with Berman that the Dominion threat should've been concluded circa season six or at least 'put on ice' until a shocking return late season 7. It was lazy of the producers and writers to use the war as a consistent crux in those last two seasons whenever good storytelling failed them.
Looking at the above, I guess most of my "misfires" could be basically summed up as "ruining good characters they worked so hard to develop".
I know I am in the minority, but I prefer the earlier seasons. I really don't like season six and seven, despite the odd good episode. Seasons 1-4 are almost a different show in my eyes, both in style, writing, acting and so on.