Submit-It offers pay services for submitting your site to the Search Engines. Their site also has free hints & tips for site submission, as does Promotion 101.
In addition, download.com has many shareware and freeware programs available for submitting your site.
Some Search Engines are constantly searching (spidering) for new sites and web content, so it isn’t required for you to submit your site to the Engines — it can speed things up, though, and give you greater Search Engine coverage.