Give Dax time, once she's warmed to the role you'll see why she's a fan favourite.Also, there is no mega hot alien babe on the DS9 cast. Dax is kind of cute but has the personality of a starfish.
If you can get through the monster of the week first season, (as KickIT mentioned) the Dominion story arc technically starting in season 2 is where it really shines but season 5 and 6 are where it is the main narrative and I promise it is worth wading through.
Best character in DS9? Hands-down: Elim Garak.