The final episode of the Eugenics Wars trilogy is filled with continuity to future treks, making them essential viewing.
As with the previous 2 installments, the clothing of The Augments has been designed to mimic the clothing of Khan's men in Star Trek II: The Wrath of Khan - a subtle (though odd) visual continuity point.
The final Arik Soong scene obviously sets up the career path of Arik's descendant: Dr. Noonien Soong, who will of course, create the androids B-4 (Star Trek: Nemesis), Lore ("Datalore", "Brothers", "Descent, Parts I & II"), Data, & the Juliana O'Donnel-Tainer repository ("Inheritance").





Arik's history with the Augments also suggests that Noonien Soong was named after Khan Noonien Singh ("Space Seed", "Star Trek II: The Wrath of Khan"); which is nice, since I've always thought the similar names were odd - and subtle continuity kicks ass!
The references that Arik & Malik make to the DY-100 class sleeper ship S. S. Botany Bay, the ship carrying Khan & his followers, launched in 1996, will be encountered by Kirk & company in "Space Seed" & "Star Trek II: The Wrath of Khan".

A point of continuity that was picked up by Voyager in it's time travel story "Future's End, Part I", in which Janeway & company travel back to 1996. Just as in our own time there were no signs of the Eugenics Wars, but there was a model of the S. S. Botany Bay seen in a SETI laboratory. The model was a conjectural model that was equipped with several space shuttle-style solid rocket strap-on boosters, suggesting how the 1996-vintage spacecraft might have gotten into orbit.

The reason for the lack of a war is obvious with Classic Trek, but less so for Voyager. Regardless of these 'discrepancies' there is a duology of books by Greg Cox that tell the story of Khan and the Eugenics Wars, explaining how they happened without anyone really noticing - and a third volume that fills in the gaps between "Space Seed" & "The Wrath of Khan".
Also in this episode, Arik Soong takes the Augments to Klach D'Kel Brakt, which Jadzia Dax mentioned in DS9's "Blood Oath" episode. It was said to be the site of a great battle; a legendary victory of Klingon forces over the Romulans in 2270.
Malik planned to attack the Korvat Colony, which was also mentioned by Dax in "Blood Oath" as a site of early peace negotiations between the Federation & the Klingon Empire in 2289. At these talks, Kang ("Day of The Dove", "Blood Oath", "Flashback") as representative of the Klingon government, faced Federation mediator Curzon Dax. These new references to places mentioned in later Treks are yet more ties to Classic Trek & DS9! ;-0)
Also of note: Enterprise made a subtle reference to the fallout of the Eugenics Wars in season 3's "Twilight" which featured the planet Ceti Alpha 5 (in an alternate timeline); Ceti Alpha 5 is the planet to which Kirk exiles Khan in 2267 (at the end of "Space Seed"), and where Captain Clark Terrell & his First Officer Pavel A. Chekov encounter Khan in 2285 ("Star Trek II: The Wrath of Khan").
Malik's crawling across the bridge of the Bird of Prey is obviously an homage to Khan crawling towards the Genesis torpedo in Khan's famous final scene.
Fallout from this episode comes back to haunt the Enterprise crew (and the Klingons for generations to come) in the "Affliction"/"Divergence" two-parter.