In DS9: Afterimage Ezri Dax is suffering from a bout of 'space sickness' and asks Sisko if Chief O'Brien can slow down the spinning of the station.
EZRI: Do you think the chief could adjust the inertial dampers so the station would spin a little slower?
Within the Star Trek universe, artificial gravity seems under control to the point of being completely taken for granted, so why does DS9 spin? Do all space stations spin?