The Think Tanks page on the Statistical Resources for Political Science site (U of Michigan Documents Center) lists several comprehensive directories of think tanks. It also features an alphabetical list of major think tanks and links to their web sites.
Another comprehensive directory is the World Think Tank Directory from the Policy Library.
Also, the SourceWatch site, a project of the Center for Media and Democracy, maintains a wiki-based directory of think tanks, divided alphabetically into three parts: A-C, D-M, N-Z.