We usually recommend that customers get links in local business listing directories, and other free directories. As others have said, can't hurt.

We have had one customer where a paid listing made sense. They had a BnB that was close to a ski slope. The ski operation would link to a site for a fee. The customer paid for a link in the lodging section, and it worked out well, not for pr, but by bringing in customers. But I would not recommend paid links if the individual situation was not similar.

As NeO pointed out sometimes recip links make sense not for pr but for visitor usability. The BnB customer did have a link to the ski resort site, but that was part of their links to all local activities. Again for the usefulness to the visitor.

HTH
Clay