Your best bet IMO is: Whitespark, Yext, Moz Local, NAP Hunter, Bright Local and manual. I generally stick to WS, NAP Hunter and manual search. Few things to keep in mind:
1) Tools aren't perfect, and you would be astonished how much they actually miss, so some simple searches in Google will go a very long way.
2) If it isn't indexed (it was just created, or exists on a poorly indexed site) you aren't going to find it unless you are searching on the directory itself.
3) If you are searching your address for example, consider searching variations of it. Similarly, if you've had previous addresses/phone numbers, you aren't always going to find those (and you likely want to find them) unless you search those variations too.
4) What may have existed citation wise a year ago, will very likely be different today. Directories scrape directories, and multiply like bunnies. Good to do a citation audit every so often to keep a running catalog of what you have. Also, scraping isn't perfect, and sometimes they will screw up your NAP and if you're not looking, you'll miss it, which might have consequences down the road.