I submit my free sites to over 200 link lists, and I can't think of any that don't let you use directories. I believe I came across a few when I began in this business, but I don't think they can compete with that kind of restriction...
By the way, it helps to name your directories to reflect the niche of the free site, but keep it short..
For example: /am/ for amateur, /hc/ for hardcore, etc...
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