There is no rule of thumb other than making something easy and brandable. The success of your directory is not based only on the domain name but if it is a general directory you might want to use words like link, click, seek, find in combination with a noun (I would say that a cool name is better than keywords in general directories, like sevenseek). If it is a niche directory I would advice you to include a reference to your niche in the domain, for example you might use babylinks.com for a toddler related directory.