yeah good question.
I don't bother submitting catagories on stockxpert.. i seem to be getting sales, especially in the last little while, so I don't think I will add catagories in the future.
On sites like istock where you can pile on the catagories like they were keywords, I think it is hard to know how long to spend. Usually though I can't be bothered with picking more than about 5. Perhaps this shows in my sales though, I am not sure.
Generally on the other sites like dreamstime, bigstock, and shutterstock I try to pick the maximum, 2 or 3 whatever the case may be.