TNG had some multipart episodes and some plot lines that ran across the better part of a season, but the entirety of DS9 takes place against a continuous plot line.
"Entirety" is doing a lot of work in that sentence, IMO. While there is a general setting and eventually a serialized plot, it really doesn't get to the point where there's a continuous story until at minimum season 3 and in practice doesn't stop being episodic until even later.
Even once the main baddies are introduced--which does not actually happen until the final episode of season 2--there are still multiple self-contained episodes that have nothing to do with any kind of ongoing story or character development.
Don't get me wrong, compared to TNG and even Voyager or Enterprise, DS9 definitely had a story in mind that took multiple seasons to tell, but it's not like things were carefully known from the beginning. Lots of details change or are quietly retrofitted to fit better once the writers knew where things were actually headed. And that's fine, by the way! There is still a great story to be told.