With the new algorithm from Google that is "Penguin" then you should be careful in selecting a web directory, choose a web directory which is really SEO friendly for the sake of your. Do not just choose it without having studied it in advance or you will regret it later.
Here are a few things we do to our website to become a SEO friendly web directory (a few example):
And it turns out what we've done in accordance with our expectations, we are proven safe from Google Penguin, as well as all main category pages get PR 5. Submit your web site to our SEO friendly directory here.