I like Sisko because he makes the difficult choices other captains don't. It's not to say that he's always right (poisoning a planet just to catch Eddington, the lamest Star Trek villain since the Pak'led, seemed a little extreme), but he's willing to make decisions with lasting consequences, as opposed to Picard whose problems tend to get resolved by the end of an episode. Ah, if only EVERY issue could be fixed in 44 minutes!