Yes I do them myself.
Takes time and the SEO is good. A lot of our work comes from them. When you consider that the ongoing payments/costs are virtually nil, they are very worthwhile. Web presence is important and our web sales are at present the same as the total for 2007, and we still have 4 months to go.
Never going to do YP again (once bitten), currently giving Thomson one last chance, but will probably go the same way as YP.