Just wondering if I include links to actual search engines and directories will this help at all. In fact if I had a listing on say Yahoo and DMOz and I linked toi the actual page my site was listed on would that be regarded favourably by the SE's Thanks
Some search engines do look at outgoing links, and this should help with that. Also this should help get your directory listings indexed which will give you a boost on your incoming link popularity (which will help on the majority of the engines).....
My experience is that Google and Go/Infoseek give a big boost for directory pages when submitted. Excite, Lycos and AV also give them significant weight, though not as much as Google and Go. It's likely they will also give you a boost for links to them.
The link: a: must be a stock http link (no cgi's and not under cgi-bin). b: must be from a page on your site that is indexable (no cgi-bin again, and no dynamic extensions like .cgi) c: gotta see a few hits from it to their server before it will matter. The more the merrier. d: you must send them the referral.
How do I know these things? I've been feeding google and go/infoseek referrers for over a year...it works. I've been scripting it, but wouldn't advise it unless you know the ins/outs of what you are doing.