I've only read a couple:
A Stitch in Time by Andrew J. Robinson. A Garak book, dealing with his past mostly but also his life after the series finale. On the one hand, I enjoyed it immensely, but it did take a bit out of the mystery that is Garak.
The 34th rule - co-written by Armin Shimerman. I don't remember much about this one. Some laughs (well, it's about Ferengi) and all characters that Armin portrayed play a role in the book. Read it if you like Ferengi, I'd say.
The Millennium trilogy. When I first read these, I thought they were awesome. They do have a lot going for them: interesting new characters, big enemies, suspense and action. I reread it some years later and was less impressed. Try the first one. If that one's got you hooked, you're sure to like the rest too.