Well, first I'd look at the music that inspires you - your favorite Dark Ambient bands and see what labels produced their cds.  Send inquiries to these labels.

Another avenue is getting on compilations - there are many compilations produced that showcase new bands - this gives you an easier pathway to getting your music and name to the masses and possibly the attention of a record label.

MySpace is ok, but I will tell you from experience (I run an internet radio station), labels are not going to have time to listen to your MySpace page as there are about a million other people asking them to do the same. 

I would contact a record label that releases similar music as you perform and email them to let them know you're going to send them a demo.  Send them a cd-r with information about you - the better the packaging, the more likely they'll look at it.  This may sound stupid, but try and package it in something unusual (if I receive a bunch of manilla envelopes and one neon green envelope, guess which one gets opened first).

After sending your demo, give it a couple of weeks and send a follow-up email.  You may not get a response (as your music may still be on a stack somewhere), so send another email a few weeks after that.  Make sure to describe your package if you sent an unusual package as it distinguishes you from the others.

Persistence is key - eventually someone will respond, if only because of your persistence.