At first, Benjamin Sisko (The Emissary) think of them as "The wormhole aliens". The more we go through the show the more we see that Sisko slowly change his vision about these Prophets.
I know it starts a little sooner then this but, in Rapture (season 5, episod 10):
Sisko uncover an ancient Bajoran artefact wich seemed to have "led" him to it, latter in the episod, Sisko starts to have vision and he literally embraces his role as The Emissary
In the Reckoning (season 6, episod 21) :
In Tears of The Prophets (Season 6, episode 26):
Dukat comes across an ancient Bajoran artifact, he breaks it while chanting a sort of incantation and then the spirit of a Pah-Wraith enters him.
In Image in the Sand (season 7, episode 1):
Sisko learns that a Prophet came to earth in the exact purpose of created him as the future Emissary.
There is a number of other examples but I think these 4 will suffice. After reading this (and knowing that these creatures live outside linear time):
Is there any final statement as exactly what these creatures are and (if so) what kind of technology are they using and again just how far their powers extend ?