Here's an unscientific, but real world answer for you... I manage two (primary) niche directories, the Log Cabin Directory and the Log Furniture Directory. Obviously a very narrow field, but I can't tell you how many times I've heard from people listed in my directories about the traffic they receive as a result of their listing. It is my belief that being linked from a "reputable" directory in your niche is a huge plus.
What do I mean by reputable? You've seen the directories and listing sites that are nothing more than AdSense link farms with no serious content behind them. They'll get you nothing - exactly what they are worth. I would greatly reduce expectations of any benefit to be received from such less specific directories. However, a niche directory of related, content rich information is what you should try to find. IMHO
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