I've been interested in reading the DS9 relaunch novels, but on lists such as the one on Wikipedia, I see a lot of crossovers, short stories, and tie ins to other things in the Pocket Novels universe, most of which appear to involve DS9 characters, but not continue the plot. While I enjoy reading all ST tie ins, I don't have the time to go through all of the novels involving a DS9 character post "What You Leave Behind". What novels directly continue the story from the finale (that is, deal primarily with Cardassia postwar, Bajor postwar, the Dominion,the Prophets and of course, Sisko and the stations fate)?
Keep in mind that this answer is my opinion only, but I think the following will cover most of what you're looking for. As for anything else, you'll need to go through the plot descriptions on the Wikipedia link Richard provided, which I'm including here for completeness.
- A Stitch in Time: This book covers the rebuilding of Cardassia to some degree.
- Left Hand of Destiny: This two-part story covers the post-DS9 Klingon empire.
- The Avatar duology: This two-part story introduces the new crew-members who round out the senior cast in the post-DS9 era.
- Diplomatic Implausibility: covers Worf's first official mission as Ambassador, and also shows what happened to many members of the Rotarran crew.
- Unity: covers the eventual return of Sisko from his time with the Prophets, as well as the birth of his and Kasidy's child.
These will get you started, but obviously a LOT of content has been covered in the years since DS9 concluded. These books are just the ones that pick up right after the final episode (or fairly close). For your convenience, I've provided links to the Memory Beta page for each one - these pages will give you a much more in-depth idea of the plot and characters involved in each book.
The plot descriptions of the books seem to offer your answer. It's up to you to determine how interested you are in reading them and what you'd call "the continued plot". Some like "The Never Ending Sacrifice" look like one-off episodes. Others, like "Mission: Gamma" seem like they directly address post-Dominion War Bajor and Cardassia.
Here is one person's list of which are "absolutely indispensable for those considering picking the series up".