Directory posting is loosing its effectiveness as mostly are used for spamming and link building instead of providing good user experience. But you may still post your site on high quality and highly reputable sites like Dmoz, Euroepages, 192 and manta.
First of all my friend there a more than hundred thousand directories out there but believe me the number of quality directories are not more than hundred. Actually directories have been used for spamming purposes in the past and hence have lost their importance. But still there are good number of sites like daniel mentioned in his post. Keep ahead and choose only the high pr sites to posting your link.