The directory site DMOZ (http://www.dmoz.org) is the structure behind the Google directory (http://www.google.com.au/dirhp?hl=en). Sites listed within DMOZ generally obtain a higher pagerank (depends on category pagerank though) and are also looked upon favourably by Google as DMOZ is human edited for quality control.
You should target DMOZ categories for links to your homepage and any important pages within your site that match directly any DMOZ categories.
If you find similar sites in a category to yourselves you should target these for possible link exchanges €“ these sites will have good page ranks from being in DMOZ.
The higher the category you can get listed within in DMOZ the higher the pagerank that category has and so the more influence it has on your page rank.
Yahoo has its own directory – http://dir.yahoo.com. Inclusion within this directory is by payment and inclusion is not guaranteed. Again the higher the category you can get listed within the higher the pagerank.