Record an EP (Electronic press-kit). One of the most valuable things for a new musician or band is an EP. Labels are not going to bother to sign someone they have never even heard before. Take the time and money to make your EP as professional sounding as possible. In many cases, labels will never hear you live and will base their entire opinion about you and your music on this recording. First impressions are important enough that you should spend as much money as you can on this recording.
Gain a local following. Labels want bands that can already attract fans on their own. Part of being a growing band is being able to sell yourself and your music. Labels are not interested in signing groups that expect the label to do everything for them. After all, this is an investment for them, not a favor to you. Some bands may think that Christian labels look at their business as a ministry. However, only a few have this viewpoint.
Go to Nashville. Anytime that there is a Christian Awards Show or music conference, fly to Nashville. Even if you cannot get a ticket to be inside the show or conference, stand outside the venue with a backpack full of your EP's. The goal is to hand out those EP's to anyone that looks like they could work for a label or represent a label. There has been more than one top-end Christian band that started this way.
Spend every moment you can touring and promoting your music. Even if you have not been signed, tour as much as possible. Take any gig you can that will give you exposure and gain you fans. Always travel with merchandise for sale. Your best promotional tool is your fans. If they like you enough they will do whatever they can to let people know why they like you and why they feel other people should listen to your music.
If you have done everything you can to promote your music and your music has quality and is marketable, it is only a matter of time until a label will sign you. Many Christian bands will tour the church camp, worship service, and youth market scene for years before they get signed. There is nothing wrong with this. Keep vigilant about promoting yourself and your music, and you will see success.