Well i wouldn't submit a site in the wrong category. Most directories will deny your site if you do that.
In a general directory? Possibly the one that gets the most hits from submitters, so yeah, usually business or shopping.
At my paid directory, these are the busiest categories: Business & Economy: Retail Equipment Computers & Internet: Web Design and Development Business & Economy: Marketing and Advertising Business & Economy Computers & Internet: Internet Computers & Internet: Discussion Forums: Electronics Computers & Internet: Discussion Forums: Finance How do your compare? Anyone else?
Some categories are going to be more popular, and clickthrough to those categories will depend on things like: Design of directory Competitors that might be unknown to you eg: effect on clicks/not using you A site being too overcrowded with categories Your promotion isn't targeted or not working - can affect category clicks User opinions about the directory Businesses needs and wants that you cannot supply eg: No category for certain search/niche It could be any of the above, some will get more clicks than others, but some sites may get less clicks because they are unknown/new site. Just get more links and the category clicks will increase.
Those categories with the most links will get the most traffic, because normally only the link submitters will give a directory traffic.