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The way I look at it, being one of 100 links from a PR6 page of these directories is about same as being one of 100 links from a PR6 discussion page of an on-line magazine (or one of 100 links from some other PR6 forum.) These options are quite easy too - just publish a message and leave behind your url. What's the catch? Why are people dying to get in these directories?
I am confused. (Didn't I state it earlier?)
Yahoo!,
Because they are an important site in their own right and may actually bring traffic.
<added>In not so competitive categories, a zeal listing targeting one keyword phrase alone will bring you as much traffic from msn as all of your Google traffic, not including affiliates.</added>
Yahoo bcoz it sends it's own independent traffic (Know some guys who still feel Yahoo! is internet).
Zeal's Importance Powdork told you. Other vertical directories help you find relevant audience.
Not all directories are good.
Another factor which may help is that the directories are divided into relevant areas and hence putting your url on a page between related sites is also gonna help your rankings IMHO :)