Unfortunately, the word "FREE" has been beaten to death by spammers, scammers, and other people who should be in the slammer (thank you, thank you).

A good place to start would be dmoz.org. It's a free directory that a number of large and highly visited sites - including AOL and Google - use for content. It is freely available to download the entire directory, so it's easy to see why. Find the category most appropriate to your site, and click the add button on that page. As an added bonus, you automatically get a few free PageRank points from google for being listed there. Of course, the editors of those categories have final say as to what gets approved to be there, so make sure you're on topic, and that your description is helpful.

As for figuring out where people came from if they aren't coming from another web site, do what a lot of companies do. Use a special url, such as http://promo7.wherever.com. I'm sure you've seen ads on tv where the URL is different from the normal root. Now you know why. To make doubly sure they use that URL, offer them a special something to do so in the ad.

Hope this helps.