Submit your web site to the search engines by hand is best, because most search engines ignore mega-submission services.

Here are the links to the major search engines:

Google (Your URL varification required)
http://www.google.com/addurl/

Yahoo Search Marheting (Sign Up First)
https://siteexplorer.search.yahoo.com/submit

MSN Search (Microsoft Small Business Center)
http://submitit.bcentral.com/msnsubmit.htm
Search engine optimization tips from MSN

Live Search (MSN)
http://search.msn.com.sg/docs/submit.aspx?FORM=WSDD

AltaVista
http://www.altavista.com/cgi-bin/query?pg=addurl
(Nowaday AltaVista will redirect to Yahoo Search Marketing.)

Inktomi
(Nowaday Inktomi will redirect to Yahoo Search Marketing.)

LookSmart
http://submit.looksmart.com/info.jhtml?synd=US&chan=lshomeft
(LookSmart provides results to MSN Search and AltaVista.)

Direct Hit
http://www.directhit.com/util/addurl.html

Excite
http://www.excite.com/info/add_url

Go / Infoseek
http://infoseek.go.com/AddUrl

Open Directory
http://dmoz.org/add.html
(This is not a search engine, but a directory.)

WebCrawler
http://webcrawler.com/Help/GetListed/AddURLS.html

Getting listed with these major search engines is very important, and the more places you list your web site in, the more traffic you will get.

Submit your web site to the smaller search engines.

Submit your pages to all these sites, and you'll certainly get more traffic over time.

ChristiansUnite
If your web site is of a Christian nature then you can add it at
http://www.christiansunite.com/addsite.shtml

MaxBan
http://www.maxban.com/add.html

SunSteam
http://www.sunsteam.com/

MOSHIx2
http://www.moshix2.net/add.htm

If your site offers resources for webmasters, you can add it here.
http://www.webmasters-resources.com/

Splat! Search
http://www.splatsearch.com/submit.html

Funsites Directory
http://www.funsites.com/aa-form.html

MasterSite
http://www.mastersite.com/addurl.htm

NetDirectory2000
http://s-2000.com/cgi-bin/links/add.cgi

Allfreak
http://www.allfreak.com/submit.htm

Addto (e-commerce directory)
First read http://www.addto.com/addurlrule.htm for the rules to add your URL, then submit your site from a category page.

WhatsNu
http://www.whatsnu.com/cgi-bin/addlink.cgi

GamblingSeek
A search engine focused on Internet casinos, Vegas, and other gaming related topics. You can submit your gaming site at
http://gamblingseek.com/cgi-bin/addurl.cgi

TrueSearch
http://www.truesearch.com/addurl/

ThunderSeek
http://www.thunderseek.com/
Select the "Add URL" link from the bottom of the index page.

MidnightSearch
http://www.midnightsearch.com/addurl.html
(data is sent to MidnightSearch by e-mail)

Super-Kids
http://www.super-kids.com/submit.htm

KidsClick
http://www.kidsclick.org/URLsubmit.html

Yahooligans
http://add.yahoo.com/fast/add?+Kids

Sofcom (for Australian sites only)
http://www2.sofcom.com.au/Directories/AddURL.html

Up4U
http://up4u.com/search/linkadd.html

Middle East Directory
(add a commercial Middle East Web site only)
http://www.middleeastdirectory.com/addurl.htm

First-Search
http://www.first-search.com/
Select the "Submit Your Site" link to add the home page of your Web site.

Homepageseek
(your site must be a homepage or small site).
http://homepageseek.com/addurl.html

Post your web site to all search engines at once.
This is not a directory but you can post your web site to all the major search engines and indexes from here. It is like a self serve submission site. You decide what one to submit to.
Go to: http://selfpromotion.com/

Just make sure you don't use one of the mass submission services, because their method clutters up the search engines databases, and is therefore no longer accepted and practically considered as spamming.