If the quality of a niche site is good (there is no much spam) you should not worry about its PR being 0 (being new) and definitely go for it.
Yes, niche directories helps to get quality bakclinks & it carries more weightage than normal backlinks So it is helpful to add in the niche directories
If this directory is related to your niche you can go for it. Getting a link from niche directories has more effect rather than obtaining from general directories.
I would look to use a niche link with PR0 rather than an unrelated link with PR2. A link from these directories should only be a small part of your link building campaign as this alone will not significantly improve the SERP's of your site.