Directories come in all types: city, telephone, county, regional, professional, religious, post office, street, ethnic, and school. The directories you search will depend on the type of information you know about the individual. The information that you can find in a directory depends on the type of directory.
For instance, a church directory may tell you about an individual's involvement in church activities, professional directories may give you insight into your ancestor's professional life, and club directories may contain information about your ancestor's involvement in social activities.