Directories are a fantastic primary source for family historians. They provide first hand information about local communities, the counties in which they sit and the people living there. They were published more often than the census, even annually or bi-annually in the later years, so can also help you fill in any missing parts of your research.
Some early directories were risky creations as they were published in the response to the increase in trade and without any previous experience to base their hunches on. In the late eighteenth century, larger-scale directories began to appear. These covered large parts of the country, compared with previous directories which had concentrated upon single towns and the areas around them.
The Post Office Directories and Kelly's Directories came to the fore in the 19th century, still being published in the early 20th century. Many of these directories are available from Parish Chest and will certainly help to find those elusive ancestors.