What I don't know is how to do good link building and some of the nitty gritty details about what ranks and what doesn't.
I would suggest the link building category on the blog here. There is nearly 10 years of link development information in there, clearly with the newer information being more relevant than older.
Should I do them all at once, or one at a time?
I really can't say if you should take them down without seeing them, unfortunately.
Will I forever be penalized by google for directory submissions?
You are very unlikely to be penalised "forever" for anything as long as the offending links are removed. If you receive a penalty (which you are not guaranteed to do if you use directories for link development, but it's a risk), how soon you recover depends on what type of penalty you received. If you received a manual penalty, i.e. someone from Google's webspam team looked at your links and decided to penalise the site, you will first receive a notice in Webmaster Tools telling you that you have been penalised and why. You should then remove or disavow the bad links (try to actually remove them before using the disavow tool) and file a reconsideration request. If the site / links now meet Google's standards, they will revoke the penalty (although it can take multiple iterations of filing for reconsideration and having those requests rejected before you are successful).
If you have been penalised due to the Penguin algorithm (i.e. your links trip a trigger in that algorithm and cause you to receive an automatic penalty that has not been overseen by a real person), you will have to wait for a "refresh" of Penguin to see that penalty removed. These refreshes seem to happen ever few months or so, but there is no set period or refreshes.
In short, if you remove your bad links, you will not be penalised in the future after those links are gone.
I would take down the links that were placed in directories for link building purposes alone and leave those that have been built for a combination of reasons, including for the purpose of people finding them and clicking on them. Do review the other sites the directories link to as well though - if you find that the directories linking to you also link to spam sites, remove your links. You are judged not only on the quality of your links, but on the quality of the sites that sites linking to you ALSO link to, if that makes sense.
I am working on getting my husband to write "fishing reports" (We are an deep sea fishing company) and have them published on the top florida fishing websites. Will this help?
It might, but this is not really enough information to know whether this is a good tactic or not. If the reports are placed on high-quality websites (which top fishing websites should be) and links are placed back to your site, this could very well be beneficial.