Hmm...let's see here are the Borg that I remember who had speaking roles:
1. Locutus (TNG - Picard after assimilation)
2. Hugh (TNG)
3. Borg Queen (TNG movie, Voyager)
4. Seven of Nine (Voyager)
5. One (Voyager).
There were also some ex-Borg in Voyager. Some kids who were partially assimilated, Reilly (a Texan starfleet officer who was assimilated at the Battle of Wolf 359), and a trio of Borg who had crashed on a planet with Seven of Nine (before she was liberated).
Were there any Borg in Deep Space Nine?