The shame of it is that DS9 was probably much more well suited to the feature film format than TNG was. If you ever notice how they went about making the Next Gen movies, you'll notice that they first tried one that kind of fit the mold of a standard episode, and it wasn't that successful. Then they did First Contact which was all action packed and it did really well. After that, all the Next Gen films were full of stuff blowing up. The problem was that while the best Trek films did have an action element in them rather than just being about exploring the unknown, the good ones were more like thrillers. Wrath of Khan and Undiscovered Country were effectively techno thrillers(you could easily transplant the primary plot elements into a Tom Clancy novel. Search for Spock seemed like an attempt to fit this framework, but it wasn't as successful. Meanwhile the weak ones were all about exploration or something really philosophical(Final Frontier and The Motionless Picture) which often felt too meandering and aimless when pushed to feature length. The Voyage Home I feel like was a bit of a fluke, in that it relied on a gimmick(fish out of temporal water plot device) that happened to work at the time, but I feel like it hasn't aged as well as the other successful films.
Now First Contact didn't really fit into the techno or political thriller category, but I think it benefitted from having an excellent antagonist which was actually the other common element of the good Trek Movies; Kahn, Nero, General Chang, and even Commander Kruge were quite entertaining to watch on screen. Meanwhile the films after First Contact kind of seemed to forget what made the actiony Trek films good. Most of them had a pretty strong connection to the crew of the enterprise, but Ruafo(Insurrection), and Shinzon(Nemesis) kind of just felt like they were there because the writers said so.
DS9 however would be incredibly well suited to some kind of thriller style plot. Something with the Dominion or the Cardassians, maybe involving spies or terrorists. I do feel like the Cardassians could produce some rather nice villains in their own right and being more or less space Nazis made them effective antagonists.