For SEO benefits - you don't really need to submit to all directories out there. I posted this in another thread and you may find this useful as well:
Quality is still the name of the game. Some pointers in selecting the directories to submit to:
High PR - indication that Google sees some value in the directory.
Well maintained - listed sites are in the proper category
High Traffic - getting traffic could be minimal form directories, but majority are targeted
Kewords ranking high in SERP - Well optimized, shows that the directory is well-marketed and SEO'ed.
Which to avoid:
Link farms that pose as directories
Directories that require reciprocal links
Crappy ones with crappy sites listed
Hope that helps
