Pinging is OK but I am surprised nobody mentioned sitemaps that are now supported by Google, Yahoo! and Ask.com (and I suspect MSN Live quietly parses them too). It's a pretty straightforward way of listing your new site.
If you need more info on sitemaps - ask me and I will give more details (time permitting).
Secondly here is one little SEO trick for you. If you need your site listed quickly in Google - put AdSense block on all of its pages. Funny enough you don't need to keep them permanently, just wait till those pages will get visited by Google AdSense robot. Google Bot will follow soon. BTW it can be any adsense account, not nesessarily yours ;-). I assume the same trick works with MSN and Yahoo Pay-Per-Click programmes.
Another trick that works for Yahoo is RSS feeds. If you site has feeds the way to get noticed by Yahoo is to load feeds from your site into at least one MyYahoo account (by loading I mean subscribing). This should trigger Yahoo Slurp to visit your site.
I hope this helps
LZZR