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That's a lot of questions, and not enough info to answer them all! Actually there's only one that I can come close to giving you the answer to, but maybe I can help clear up some confusion.
You asked what happens to your "content" ( all the links, with their descriptions, owner's email address, and so on ) if you move it from one host to another. How is this data stored? Hopefully in some type of relational database; if that's the case, you simply migrate the data. You could do this using SQL Select Into queries if you it's SQL Server ( MSFT ) and you set up a trust relationship between the servers. You can dump it out to a file and import that on the other end. You can continue querying the database on the other server, which will slow the site down a bit because it has to wait for an upstream service ... but you have a lot of choices besides loosing your data.
Is it beneficial? Maybe; subdomains can have certain connotations, mainly that they're part of something else. It really depends. Going from directory.web.com to somereallylongdomainnameforwebdirectories.com would probably be a bad move. I changed from LandscapePhoto.us to ForrestCroce.com when I started shooting portraits, and didn't want to be painted into a corner. What are the domain names involved ... or is there an issue with what the names would suggest, keywords, anything at all like that?
Throwing up redirects is essential if you move the directory. I have a feeling you know that part, but I'm not sure, and this is something you don't want to forget!
Is it worth it in the end? That's really the hardest question of the bunch. What are your goals here, how much traffic do you get, and how much hassle is going to be involved?
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