DS9: The Way of the Warrior (S04E01-02)

This is where DS9 started getting good, for my money. By this point Sisko has been promoted to Captain, they have the Defiant, and things are starting to develop that will lead into the Dominion War. This episode is especially good because Worf transfers to DS9 from the Enterprise, and the Federation-Klingon alliance looks genuinely shaky.