This is not exactly free however Directory Dominator will save you some previous time from your link building campaign. Also not all the links you get are one-way links. Submitting to directories for free usually requires you to provide reciprocal link.
So be prepared to create a link page. You can simply name it "links.html". However, you must not have more than 100 links per web page. I would recommend that you keep it to 40 links max. You can view an example of directories link page here.