I've noticed that depending on what category you get listed in you can get more than one link from Yahoo. Some categories are highly linked to from regional Yahoo category sites as well.
My friend paid to get listed in one of their categories and now he has seven PR6 links from Yahoo. If that's the case than I definitely think it's worth it but for only one link I don't think it's worth it.
Check the back links of your competitors that are listed in Yahoo and see how many links from Yahoo they have and see. You might just get lucky and be able to get several high quality links like my friend was.
Hope this was of help. I haven't seen this mentioned anywhere and though this might be of interest.
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