Wanted to point out a new tool on the market. It's a directory submission package which enables you to quickly submit a website to hundreds of web directories extremely quickly. You can work through the list of web directories (it currently lists 100 free directories) and using the auto complete tool you can quickly enter your link details. I haven't tested it much, but it seems to do the job. You can download a trial version at Submiteaze.
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You should be very careful when choosing which directories to get links from. You should also avoid letting your link building become overly dependent on directories. My advice is to keep directories under 15-20% of your overall link mix.