Nitpick: How did Worf and O'Brien know about Lt. Barclay's Musketeer holodeck program? The only people to see it in The Next Generation's "Hollow Pursuits" were Riker, Geordi and Troi. Given their disgust with the program, not to mention Barclay's shyness precluding showing it to anyone else, it doesn't stand to reason that Worf or O'Brien even had a copy to view.
We learn that even with over 6 years of interacting with the Federation, Dominion and other powers, Bajoran's ships are still as inferior as they were at the end of the Cardassian Occupation.
This can be explained by the internal struggle that almost led them to two civil wars, the priority to recover economy, specially agriculture and the fact that Bajor never joined the Federation, therefore having no access to its military technology.
Goof: Sisko and Jake are looking at the picture of the mysterious woman and his father. Look closely when Sisko stands up and carries the picture to his father, you'll notice the picture is different.
Goof: In the scene when Admiral Ross informs Kira of the Romulan arrival, she looks over a padd and places it on the desk next to the little stand used for Sisko's baseball. In the shots over Kira's shoulder, the stand is to the right of a partition in the desk, while the padd is near the left edge of a green light within the desk. The padd and stand are right next to each other. When the shots shift to over Ross' shoulder, the stand is on the other side of the partition, and the padd farther away. The padd and stand aren't even close to each other.
Goof: Just before Ezri's first appearance (at Sisko's on Earth), notice the strap from the bag slung across Joseph Sisko's shoulder. First it is twisted on his shoulder, then flat, then twisted, then flat again.
Damar: I wouldn't trust a Cardassian that didn't drink a glass of Kanar every once in a while.
Weyoun: Tell me Damar, when you are alone do you even bother with a glass or do you just drink that swill directly from the bottle?
Miles: Gentlemen, we are home.
Julian: There should be a law against convoy duty lasting more than ten days.
Nog: I'll say one thing for guarding convoys, it's usually a lot safer than fighting on the front lines.
Worf: Is that the reason you joined Starfleet ensign, to be safe?!
O'Brien: Relax, don't take it so personally. Worf is just going through a bad time at the moment.
Bashir: I think he needs to focus on something other than Jadzia and I hate to admit it, but a little combat duty might just do the trick.
O'Brien: Pretty soon the Defiant will be going into battle. Worf will be happy and the rest of us will be miserable.
Nog: It's not that I'm afraid to fight I just don't want to die. I wish Captain Sisko were here.
O'Brien: So do I ensign. So do I.
Worf: (to Nog) It is a time for warriors to do great deeds, to truimpth in glorious battles. Not, waste away protecting a ship of stem-bolts.
Odo: Nerys, I realise that things may seem bleak at the moment, but there's always hope.
Kira: When did you turn into an optimist?
Odo: Hmph, it must have been that day in front of Quark's, when we kissed for the first time!
Kira: That was some kiss, wasn't it!
Odo: Changed my life!
Quark: You wanna get Jadzia into Sto-Vo-Kor? Fine, fine, I'm all for it. But can't you do something more sensible? Make a donation in her name. Or bribe someone.
Vic: Well something is driving Worf cuckoo. Your buddy needs some help, and soon! The band is threatening to quit!
Quark: They can't quit! They're holograms.
Vic: They don't know that!
Bashir: So, what'd you find out?
O'Brien: That you should never try to match drinks with a Klingon.
Damar: Do you ever wonder what goes on, inside the wormhole, I mean?
Weyoun: Mmm... not really.
Damar: The Prophets and the Pah-Wraiths locked in some form of... celestial battle. It's fascinating.
Weyoun: I never realized you had such a vivid imagination.
Damar: There's a lot about me you don't know.
Weyoun: Just remember, too much imagination can be... dangerous.
Jake: Dad, what's wrong?
Sisko: I had a vision from the Prophets. I was on Tyree in the desert, digging in the sand. And then I uncovered a face, the face of a woman... and that's all. I've never seen her before. Now I know why I came back here, Jake. I have to find her. I have to.
Cretak: This is ridiculous. I regret not informing your government about our weapon emplacements. But I didn't think it was necessary - we're your ally.
Kira: Then remove the weapons.
Cretak: That would leave the hospital unprotected.
Kira: Bajor will guarantee its safety.
Cretak: I'm afraid that's not acceptable.
Kira: Either you remove the weapons, or we will.
Quark: (talking about Sto-vo-kor) What makes you think she wants to spend eternity there? I know I certainly wouldn't. Imagine what it must be like - hoards of rampaging Klingons, fighting and singing and belching and sweating...
Bashir: Sounds like this place on a Saturday night.
Quark: Would you want to spend eternity here?
O'Brien: There is one way for Worf to ensure that Jadzia gets into Sto-vo-kor. He has to win a great battle in her name.
Quark: What if I let him beat me at tongo?
O'Brien: Not good enough. Unless he has to carve his way through a hundred Jem'Hadar to reach the table.
O'Brien: (talking about why Jadzia isn't in Sto-vo-kor) And secondly, she didn't die in glorious battle.
Quark: You mean being murdered in cold blood by a Pah-wraith doesn't count?
Joseph: Life is full of choices... you make them and hope for the best. Sometimes you're right, sometimes you're not. I made a mistake.
Sisko: Yeah... you did.
Kira: I can remember when the cult of the Pah-wraiths was considered a joke... now those red armbands are appearing all over Bajor. It's like everyone's gone crazy.
Odo: A lot of people feel abandoned by the Prophets...
Kira: Believe me, I know how they feel. But that's no excuse to turn to hate and fear.
Kira: Odo, I wish you'd stop doing that.
Odo: Doing what?
Kira: Calling me by my rank. I was promoted two months ago. Besides, it sounds so... formal.
Odo: Has Admiral Ross - or should I say Bill - arrived yet?
Jake: We've left him alone for the past three months. He said he came here to figure out a way to contact the Prophets, to make things right. So far, he hasn't even left the restaurant.
Ezri: Hello, Benjamin.
Sisko: Do I know you?
Ezri: It's me, Dax.
The song Avery Brooks (as Captain Sisko) is heard playing on the piano in the restaurant is "Round Midnight."
Bajor's fourth moon is revealed as Derna.
Kira has been promoted to Colonel and sports a different hairstyle.
Admiral Ross' first name is revealed to be Bill (or William).
All The Way
performed by James Darren.
Nicole deBoer joins the cast as Ezri Dax.