should the domain contain "directory" or not: example: chicagoplumber.com or chicagoplumberdirectory.com or chicagoprofessionalplumberdirectory.com
You want to do a little keyword research using the Google Keyword Tool to see what search terms people are actually searching for. Think about it this way... if I was looking for a plumber, the kewyords/phrases I'd be using would be similar to your first example or chicagoplumberdirectory. I don't think it would hurt to use the latter as it also tells users (in your site's title) that your site is a directory for chicago plumbers. My personal preference would be the chicagoplumberdirectory rather than just chicagoplumber, which would sound like more of an independent plumber's website than a directory! Hope this helps!
what do you think about subdomains for SEO? ie chicago.plumberdirectory.com / seattle.plumberdirectory.com etc etc