The whole series is absolutely worth watching. I've been through it twice. Always glad to see people discovering it years later.
This isn't confirmed, but it's widely circulated that JMS, the guy who made the show (J. Michael, I can't spell his last name, but I can say it), pitched the idea to Paramount during the run of Star Trek: The Next Generation. They turned down his idea, saying that Star Trek needs to be set on a ship, and then called in their writers to begin work on Deep Space Nine, based on ideas he presented. Either way, they are both great shows that are worth watching, and the viewers win for having both, whether it's the choice between one or the other (since you can't go wrong with either), or both.