It used to be that you could go to loads of directories, submit your link to as many as you could and then proceed to laugh all the way to the bank. This no longer works and is a dark ages SEO technique because the links from the directories are normally not relevant and so have no real value. A link from a large directory is useless because firstly the directory is large and therefore linking to many other pages, secondly it is not very relevant to your websites subject. What you need is a small, niche directory. For example, a football results website would want a link from a directory that only contained football results websites. A link from a directory of sports websites would not be useless, but it would be of lower quality because the directory is more diverse. So, try searching Google for “website-type + directory” (eg. “SEO directory” )
Today i added my site to 7 niche directories for free. It took all night to weed them out of the abundance of paid options, but im sure it will have been worth it.

Here's a tip, when you find a directory that lets you submit a link free, you can look at the software they are using. Some directories have a link at the bottom of the page to the software like phpld. Then include that in your google search to speed things up