They'll use indexes and directory sites. They'll come in individual, referral links. And they'll come directly. Your best source of key visitors will be those that come directly. Next best are those coming on individual referral links.
Search engines are last in line for quality.
That doesn't mean that you ignore search engines. Have good title and metatags to help you get found. Organize your site around individual entry pages that answer a question or solve a problem for your key visitors. Then register all those pages. Remember that visitors come to you to answer a question or solve a problem.