My partner uses toprankblog.com for a list of blog directories.

I am not sure about a niche directory. My blog is a work in progress right now but when I got started I was informed to use google keyword tool to research a niche that I was interested in. The niche I wanted was too saturated, so I was informed I should scroll down to the end of google keyword tool and there are a ton of recommended sub-niches that are sometimes not as saturated and are searched just as often.

Hope that helps...

Directories arent any good for consistent traffic, there are ok for backlinks but to time consuming. Unless you are aiming for top directories i think it is too time consuming. But i good way to build links if you are a new site.

You can search niche related directories on google. Search for "keyword directories" for example "Health directories" and you will probably get a list of niche related directories or even categories in general directories for your niche.
Thanks
Webmatic