Check your own album/CD collection for gospel music. Usually the label's name and mailing address are listed somewhere on the packaging. If you look through your gospel collection and most of the music you like is put out by a specific label, then you'll want to contact that particular label first, since your musical tastes are in line with the label's. Some labels list their websites on the music's packaging. If so, contacting them via the site's "Contact Us" page is probably the way to go; it's quicker, costs nothing and is more efficient than reaching out to them via a letter or package.
Ask gospel music lovers what their favorite label is. Knowledgeable fans always have a favorite label or labels, and they know which labels have reputations for releasing good music. Fans who aren't in the music industry might not know anything about a label other than its name or the most prominent artists on the label, but that's a good jumping-off point for starting to research the label. After getting some suggestions, search the labels' names on the Internet and visit their websites, if they have them, to get more information about the company.
Visit Internet sites that have databases of record labels. Search for "gospel music labels" and you can eventually find literally dozens of sites that post information about gospel music labels. Among the better ones are Gospel City, AllRecordLabels.com and Bella Online (see "Resources"). The information on most of the sites is free and available to the public, but a handful require a membership or subscription to access the information.
Check with gospel trade associations and publications like the Gospel Music Association and "Gospel Truth Magazine." Some require a subscription or membership, but they have by far the most accurate and up-to-date information regarding gospel music labels. If you're in the industry and have the money to spend, then becoming a member of an association or subscribing to a publication is worth it due to the quality information they can provide.