I picked the Founders, because making the Founders Odo's people was a brilliant choice that pretty much defined the following five seasons of the show and was one of the main reasons the Dominion was able to remain a compelling adversary for such an extended period.
The Vorta and the Jem'Hadar are both very cool, but the Founder's link to Odo is what makes the Dominion more than just an antagonist and military threat: they are also "part of the family" in a sense, just like Dukat (for different reasons).
For me one of the defining scenes in DS9 is the meeting between Dukat, Weyoun and Damar on the one hand, and Kira, Odo and Quark on the other, at the end of Call to Arms. On the one hand, this is a meeting of arch-enemies, on the other hand, it's like a family reunion. "You, me, the Major... together again," as Dukat says. And, of course, Weyoun's deference to Odo, a factor that would be entirely lacking if not for his link to the Founders.