It has long been recognised that lnks from other websites to yours help significantly with your rankings in the major search engines. Many companies such as yell.com, Thomson Local etc. provide directory listings which for a price will provide a link to your website.
There are still many free directories out there which provide such links as follows, submit your website to as many as possible...
So Much http://www.somuch.com/
Arakne Links http://www.arakne-links.com/
Classifieds 1000 http://directory.classifieds1000.com/
Web World Index http://www.webworldindex.com/
T Section http://www.tsection.com/
A1 Web Directory http://www.a1webdirectory.org/
Synergy Directory http://www.synergy-directory.com/
Nexus Directory http://www.nexusdirectory.com/
Best Free Websites http://www.bestfreewebsites.net/
9 Sites http://www.9sites.net/
Pro Link Directory http://www.prolinkdirectory.com/
Search Sight http://searchsight.com/
1 ABC Directory http://www.1abc.org
Info Listings http://www.info-listings.com/