It wasn't just darker than other Treks, but it allowed the darkness to get inside the main characters in a way that its predecessors had only allowed to happen when there was mind-affecting alien tech or possession involved. Worf seemed to flourish as a character in that environment. In TNG he'd always been expected to behave as a human, and he'd be congratulated whenever his human upbringing was allowed to take over and chastised when his much darker klingon traits emerged. In DS9 he was allowed to be a klingon. I liked Jake too, because after Wesley it was unexpected to have a teenager who seldom if ever saves the day and who doesn't even particularly want to.
It also felt much more dynamic in terms of character structure. I know that apart from Dax and Worf there were no major main cast changes, but the characters themselves had more room to change and grow, because the ever-growing importance of the space station and the ever-increasing responsibilities involved with its operation gave each character an excuse to stick around the same place for seven years. TNG never rung quite true because it was harder to believe in Riker and Data staying on the enterprise as #2 and #3 rather than moving to a command on a smaller ship or even a level transfer. I might be wrong but I'm pretty sure that no other Trek had such a large supporting cast as DS9, and there's nothing like a big pool of minor characters to add verisimilitude. Some of the minor players like Winn and Dukat and Garak and Rom got more development and meatier stories than other shows give to the main cast. That was good.
Sisko should have gone bald sooner. He was a bit bland until he got shaved, and after that he got better and better

. But even that is perhaps one of the show's strenghts - maybe it was Sisko's tardiness in coming to the fore that allowed the other characters to all make their mark early on and distinctively. Each of them had a unique voice and a defined role. And proper stories, not like Hoshi or Geordi.
I did like pre-DS9 Trek very much, but I saw it as a very allegorical show. Stuff with Q, or with those "I'm black and white, he's white and black" aliens was never at all believable. It was fable and fantasy, excellent and inventive. But DS9 felt realistic. Not real, just realistic.