A number of the directories offer a free listing service. Some don't, and some make it difficult to find. Persevere, opt-out of any upsells, emails lists, etc. Some may offer a free listing in exchange for a reciprocal link on your home page - those may be worthwhile on a case-by-case basis.
A number of both types of directories offer the ability to create specials, coupons, etc. Again they may be an upsell, but if they're free they may be useful.
Business Directories
These listings are effective for both general and location specific businesses. They have an option to omit an address and/or require an address but not display it in the listing or map.
Local Directories
These directories are mostly for location based businesses. If they are not too location specific and inlcude a backlink to your site, they may help SEO for non-location oriented businesses.
- Yelp
- Foursquare
- Local.com
- MapQuest
- Yellow Pages
- SuperMedia/Dex
- Manta
- Yahoo Local
- Hibu/YellowBook
- Merchant Circle
- Business Journal
- Hot Frog
- Angie's List *
* Angie's List is only available for certain types of businesses, mostly service sector.
E-commerce Directories
These directories are specific to online sales websites.
- E-commerce Directory
- Elib.org
- Google Merchant (Products)
Social
- LinkedIn (mostly professional)
- Pinterest (articles)
- Google+ (combine with Places above)
- Tumblr (blogs)
- Instagram (photos)
- YouTube (if you have videos)
Other
- Any trade organizations, Chambers of Commerce, etc.
- Your suppliers, manufacturers, etc.
- DMOZ.org
This directory is a special case. It's the oldest, largest and most authoritative directory online. But it has nearly a bazillion categories, so you need to figure out where to add your listing, and you need to find the category first, then use the 'Suggest URL' link on that page, then fill out the form, then wait to see if you get added... in the next month or two. You also need to decide on not more than 2 categories. For instance, a local plumber fits both plumber and the city. But a local and online toy store fits the city, shopping, toys, etc.