I can only recommend you get the excellent DS9 Companion book (if you've not got it already) - full of insights and rare pics, an episode guide, and how the people who made the show truely felt about certain episodes - good and bad.
A very intriguing read... and will give you answers as to why the Klingons featured so heavily in season 4.
Prsonally, I'm glad the Borg never showed up on DS9 - they were a TNG 'baddie', and used well for that series - and found the Dominion storylines were a lot more interesting all round.