Stephen summed it up nicely but to add and depends on your Venture, Local Paid Directories are golden and regardless of their niche if they allow you to put Business Name and Address and Telephone these will help your local rankings dramatically.
Local Directories can be Golden for Local Search Results
So say for example if your business is in the Bournemouth Area and there's a business directory that is targeted for Bournemouth businesses only but its paid for, these are absolutely fantastic for increasing your local rankings, niche directories are not restricted in content you serve but also the location of your business. As this would be a niche directories for Bournemouth based businesses and classed as increasing your local Citations...
Personal Thoughts and Beliefs
Paid directories even if they don't quality control the niche or the sites they like are unlikely to harm you in any way if you drip feed them at a sensible rate. I.E one or two a day. The worse thing which will most likely happen if you do this is that these links will not help your rankings but slightly increase your page rank. If you over commit then its likely going to come back and bite you. What I've learned about back linking in general its good to DRIP feed them and never over commit. If you do 100 on day, then do 100 the next day and ensure that they are HIGH quality links. Best advice would be to do one a day or one a week. But to be honest Directories are pretty worthless these days unless they are 100% within your niche. I.e a your business is in Bournemouth or your business is a web design business which is linked in a web designer directories.