Hi cathie
I would focus on being listed on the major search engines first.
However I do submit to niche directories that are suited to my marketing sector (small businesses) and local area as this can count as a backlink. Some of these directories accept free submission, some require either a small fee or a link back. Its always best to check first.
However, I always check that first of all the main Search engines list their results and second that they have at least some Google
PR to consider any submission effective.
HTH