When I was last submitting to slush-piles, which was about three and half years ago, I always used The Writers' & Artists Yearbook and The Writers' Handbook to decide who I was going to make slush-pile submissions to.
Each book contains names, addresses and submission-guidelines for the majority of publishing houses and literary agencies in the world. The lay-out and approach for each is pretty similar so you probably don't need both. You don't even need a current edition either: they're great as a place to start, but individual literary agency websites will give you all the up-to-date information you need (as an example, Curtis Brown isn't presently accepting slush-pile submissions due to a backlog/full-list, but this situation is likely to change at some stage over the next few months – as both publications come out annually, there's no way they can be bang up to date with details like this).
Both reference books are laid out in pretty much the same way (well, they were when I was using them), so I never had a preference over which I used. As well as contact information for agents and publishers, they each carry articles on different aspects of writing and publishing, commentaries on the state of publishing, standard commission rates, details of writing bursaries and conferences, and, among other things, contract advice.
They both have pretty impressive looking websites now, as well, and I think you can subscribe to these rather than buy the books, but I've never used either website, so can't comment: If I was submitting today, though, I would definitely check the websites before buying the books.
In terms of the information they hold on where to send your slush-pile submissions to, both have sections that list the details for virtually every publisher and literary agency in the UK. These details tend to include ownership, postal address, website address, e-mail address, telephone number, present publishing or client list, a very brief summary of what sort of fiction/non-fiction they're willing to consider, and submission guidelines such as how many chapters to send in, plus, in most cases, names and job-titles of the person you should be addressing your slush-pile submissions to.
In case you're in any doubt over whether or not a publisher or agent accepts slush-pile submissions, if they say they don't accept unsolicited submissions, they don't. I guess it's up to you whether you still approach them, but I never did.
I'm not familiar with the US and Canadian versions of these books, but I believe they pretty much do the same things.
I'm afraid I don't know anything about other world markets, but, from memory, I'm pretty sure the English editions have sub-sections dealing with the US, Australia, Canada, and New Zealand, etc.
If you're in Europe and don't know how to go about finding out which literary agencies and publishers you can submit to, librarians are often the best people to start with: they'll be able to tell you which books do what.
If you don't want to spend money on a book, there are plenty of sites on the internet that give this sort of information for free – some of them have star-ratings as well, saying how fast or how slow certain agents were when responding, if there was any feedback, etc. I've never used any of these, so can't comment on how reliable they are, but, again, if I was submitting to slush-piles today, I would use everything available out there to get my submissions as perfect as they could be: A little bit of extra effort at this stage could make all the difference when it comes to seeing your novel in print.
If you're struggling to find a site that gives the above information, this one seems as up to date and together as any I've seen in the past: http://www.wcauk.com/home.php?page_id=42.