So pretty much just before this episode I was thinking, "What's the deal with trill hosts? Do they have minds of their own?" And then we get an excellent episode. Really reminded me of "The Drumhead" with the trial.
Dax's silence is one of the most interesting aspects of the episode. I really liked how he felt the honorable thing to do was to remain silent and keep Curzon's secret (and his lover's) intact. In a way, it was his infidelity; but it was also someone else's, and I suppose his sense of honor kept him from betraying that confidence.
Overall, very cool. I like the Dax/Sisko relationship. Hope to see more of that in episodes to come.