The Deep Space Nine Reading List is centered around the Post-Finale Series, which chronicles events following the end of the Dominion War. This series jumped forward in time and was given a new primary author after the Destiny trilogy. Accordingly there are two good "jumping on points" below.
Besides the Post-Finale Series, many additional novels, short stories, and comics are connected due to recurring characters and various references in other books, or to other books. These references are mentioned in the notes.
Other novels are connected by three crossover series: Invasion! (which is referenced several times in the Lit-verse), Day of Honor (which shares references with several things in the Lit-verse), and The Captain's Table (which is thematically connected with the Lit-verse spanning Tales From the Captain's Table.)
Three other short stories or novellas are connected: one from The Brave and the Bold duology (which ties into the Gorkon series), one from Tales From the Captain's Table (which ties into the Post-Finale Series,) and one from Seven Deadly Sins (which also ties into the Post-Finale Series.)
Eleven Lit-verse novels in other series crossover with Deep Space Nine: The Next Generation: Slings and Arrows- The Oppressor's Wrong, The Next Generation: Slings and Arrows- The Insolence of Office, The Next Generation: Slings and Arrows- Enterprises of Great Pitch and Moment, The Next Generation: The Battle of Betazed, SCE: Cold Fusion, SCE: Lost Time, Typhon Pact: Paths of Disharmony, Prometheus: Fire with Fire, The Next Generation: The Light Fantastic, Prey: The Hall of Heroes, and Enterprise: The Good That Men Do. Several comics are connected by the Telepathy War crossover event (which ties into the Starfleet Academy series.)
Also included are all the stories from Prophecy and Change (which contains a sequel to a Post-Finale Series story) and Tales of the Dominion War (which contains stories tying into four Lit-verse series.) Various references in parts of Unlimited #8, the Wildstorm Star Trek Special, the anthology New Worlds, New Civilizations, The Mirror War miniseries, and Star Trek #400 connect DS9 stories from those works.
The Nog, Sisko, and Worf "spin-off" comic series, Starfleet Academy, Star Trek, and Defiant respectively, are included in this Reading List. Several Post-Finale Series characters spun off onto the USS Aventine, which features in the Destiny trilogy and subsequent novels, and they are included here.
Dark blue denotes the primary narrative. Read these for the bare bones story. Light blue denotes the expanded storyline. Read any or all of these to go a bit deeper. The grey denotes every other connected story, regardless of overall continuity.
As always, not every reference to every other story is mentioned, just the one I chose as most important to show the expanding Lit-verse web.