So, just a feedback - since I started the thread I feel responsible for it
I did submitted to a few directories. I chose free ones, with a PG and a theme. I also put my link in my signature in forums I like and I'm active in. Finally, I signed up to a bunch of social bookmarking website (i.e Spicy, Technorati, MyBloglog etc.)
We'll see ! Traffic has been fairly good these last few days considering I've been on self-hosted WP for just a month today.