Basically, it's the best when you exchange links with some complementary sites It's link exchange. You can also buy links from the sites you believe will boost up your sites rank. As for directories, which list some resources with no reciprocal link back to the site with the directory, well, it might be a paid directory. And don't forget that the primary aim of the directory is to provide the customers of the site with the comprehensive list of helpful resources and not just being a place for links exchange
though sometimes I myself hardly believe this.