My experience and opinion:
Link from directory:
Google - loosing value.
Yahoo - loosing value.
MSN - still good for ranking
Reciprocal link
Google - loosing value
Yahoo - small value
MSN - Can ban website if more than 50% links reciprocal
Related Site - In Content
Google - Top value
Yahoo - Good value
MSN - Top value (can place website with 1 link on front page if you are lucky)
Link from Not related site
Google - Reduce value (see pagerank and ammount of other links)
Yahoo - Reduce value (anchor should match metatags)
MSN - still count good
Link from forum without nofollow
Google - doesn't really like and can give red flag if you have too many
Yahoo - same like Google
MSN - still count
Sitewide link
Google - Doesn't care
Yahoo - Pay little attention
MSN - Count well
*Good to have if front page has 200 other links with pr6 and other page has pr5 and only your link.
Link Farm
Google - Hates is
Yahoo - Hates it
MSN - It is still works for some sites and i saw some examples.
Link on the page with 100+ other links
Google - Only if pr6+ , .edu site , or all links 100% related
Yahoo - reduce value
MSN - reduce value
EDU sites
Good to have for all search engines. Google count more.
Awards, Top sites, Best sites, prize from trusted resources
Google - count like any other good link
Yahoo - loves it
MSN - count the same way like any other link
Quality Pagerank
Google - loves it but it not as it used to be
Yahoo - there are gosips that Yahoo check pagerank also
MSN - I have no clue

They rank sites wierd
Link from nice blog
Google - love it
Yahoo - Count like any other link
MSN - Count well
100+ links overnight
Google - doesn't like fast link building, can be long delay before your site will go up.
Yahoo - 50/50 depends where this liks appeared
MSN - work fine
Anchor
Google - very important, count even if you don't have this words in content or metatags
Yahoo - always check metatags
MSN - vwry important
Keyword spam
Google - Fast way to get banned
Yahoo - Long delay to get positions
MSN - somethimes work fine
Links from articles
Google - good if article are uique. Can little loose value if you submitted the same article in many article directories
Yahoo - count like any other link
MSN - count like any other link
Deep links (links for other pages than homepage)
Google - great way to get better positions, index more pages, and spread Pagerank.
Yahoo - good, try build nice anchor also.
MSN - good.
Link from Yahoo directory
Google - don't really count
Yahoo -good way to increase positions
MSN - count like quality link
Link from DMOZ
Google - like it
Yahoo - I belive they check tham all the time and give better positions if you listed
MSN - count like any other link
Social bookmarks. Digg, Del.icio.us, Furl
Google - like tham
Yahoo - I belive they check them
MSN - count like any other link
Link with nofollow
Google - doesnt' count, but i belive they still count some Wiki, Slashdot, and other top sites. (it doesn't affect ranking but play role to ban website or keep in index)
Yahoo - I belive they check this links once in a while
MSN - I think that they still count this links and give better positions for not competitive keywords.
Extra about Yahoo: I believe that Yahoo check Pagerank, Google results, Google banned sites, Alexa, Trust, Digg, Del.Icio.Us, DMOZ, Wikipedia and other statistic, awards, top sites.
So, it is what i found. What do you think?