Each episode is a well-written, self-contained morality play within a gradual exposition of moral mysticism. DS9 isn't on the Gene Wolfe level; but it strikes me as sharing some common elements with Wolfe fiction. Although DS9 contains the gobbledegook science of the rest of the StarTrek family, that stuff doesn't take center stage -- the way it does in other ST series'. DS9 is all about life histories and moral choices of its characters -- who are decently and consistently well-acted. I think the stories are closer to stage drama than to TV action drama.
I pronounce this to be good, classic science fiction (or science fantasy, if you will).