Ok , first of all there are PLENTY of directories that you can go into that are great for traffic. We have a few that are number one for certain keywords, so the people that submit their websites will get good traffic. We are also in a few that give our main website good traffic too, so it is not always about backlinks.
Second if you remove your link to a directory after you have been approved, apart from being a pretty low thing to do, most directories automatically either remove your link or make it nofollow. The latest versions of phpLD do this. If you are getting a link from a good directory, the least you can do is give them a link back.
Lastly, if you are worried about the value of your link in a directory, then maybe you are trying to link with the wrong people. Don’t get me wrong, if you are paying someone in India $1 an hour to create links for you, then don’t worry about being picky. If you are builing links on your own manually, then there are still good directories to be had.
We have our own directory search engine that uses the directory critic free list to search for directories that have been indexed highly for the keywords we want. Usually we find we only need to list in a couple of these directories to get strong backlinks.
Remember if you are scrutenising the links into your website THAT closely, maybe you need a different tool and strategy.