When building a business directory that will have non-admins adding entries and selecting categories, you need to make it as easy as possible. By default, Drupal offers up a multi select box to scroll through possibly hundreds of terms and control-click the categories you want your entry to be in. Definitely not user friendly.
Then along came Hierarchical Select which was tantalizingly close but lacked one requirement: multi select. I really need people to be able to put their entries in multiple categories. So again I was stuck. Fortunately, that has changed. As of version 2 beta 1, Hierarchical Select now lets you select multiple categories in a simple, easy to use, UI! Interested? You can see it in action by adding an entry to my La Crosse area directory. Please don't actually save the node as this is the live site. My dev site needs to be updated with the latest so I can't use that. You don't actually need to save the node to see it work, though, so check it out.
Thanks to Wim Leers for his work on this much needed module.