People keep pointing to the Dominion war arc as to why DS9 was a good show, but even in the later seasons there are a lot of gems that have little to nothing to do with the Dominion. I hate to keep harping on it, but it all comes down to character development and writing that takes advantage of it.
Season 3:
Second Skin - Another strong Kira episode, it continues her transformation started from Duet towards her views on Cardassians.
Through the Looking Glass - A fun action-filled romp through the mirror universe.
Improbable Cause - Not quite Dominion related (most of the first part anyways) so I'll include it. Starts off as a quiet mystery and ends with a OMGWTF. Odo/Garak trade acerbic remarks. Absolutely brilliant.
Season 4:
The Visitor - Tour. De. Force. One of the Trek universe's best character pieces ever. See it if you haven't. Another episode I would recommend to ANYONE.
Hard Time The best of the O'Brien Torture episodes and takes advantage of the sci-fi concept to ask some pretty unsettling questions.
The Quickening - A medical episode without the technobabble with great execution and a believable ending. Takes Bashir down a notch too.
Season 5:
Nor the Battle to the Strong - Hell, the show even has a great Lofton episode! Shows the effects of war has on individuals and how they react in a realistic way.
Rapture - Another smartly written Bajoran focused episode dealing with Sisko's role as the emissary.
Children of Time - This is how you do a fucking time travel story. Hard choices, and well-realized arguments from both the crew and the settlers. In the end, Odo kills thousands (including himself) to save one. Has to live with it. No reset button. WOW.
Blaze of Glory - Last Stand of Eddington and the Maquis. It's nice to see the effects of the major political changes of the last few seasons.
Season 6:
Waltz - My favorite Dukat episode. Alaimo is just scary in his scenes, and the performance is made better because it's a recurring antihero/villain that had shown some redemption qualities in previous seasons. Not anymore. He's off the deep end. Brooks plays off him very very well.
Far Beyond the Stars - For people who criticize DS9 veering too much from Roddenberry's vision. Socially Aware piece of Classic Trek.
Season 7:
Chimera - One of my favorite episodes, and the best romantic Trek episode (not exactly a high standard). It's also about Odo questioning about who he really is. There's an excellent review
here that goes more in depth as to why it's so good.
There are less episodes in the later seasons just because they're more Dominion focused, obviously.