I have found that directory submission is not a particularly worthwhile SEO tactic as often the category where your link is displayed will be too deep within the website to be given any significance by search engines if it is even picked up at all. There are undoubtly a small number of directories that it is worth having a link with DMOZ etc., but I wouldn't spend too much time on it.
I found that Fast Directory Submitter is great, it allows you to enter captcha's and pick your categories manually and then track them. If you enter the captcha wrong though, there is no going back.