We're in that same spot now. One of the bands I am currently in has been quite successful in playing out and getting a great rehearsal space since we've only been together since July 2009. We're now in the spot of either 1) playing on the same ticket as someone else, in other words, sharing the stage and opening for them, or 2) putting on our own shows and booking one or two other bands with us and they open for us.
I've gone on venues' web sites, given them everything they wanted, samples of our music, etc. and they STILL have not so much as emailed me back or called. How hard is it to read someone's email, hit the reply key, and type one sentence? Out of about 40 emails sent, I get maybe a 1% or 2% reply back.
And it depends on who you ask as to what is the best way. Some say go by the venue and talk to the person who books the bands. Others say not to EVER go by the venue to speak to them. Do it by email or mail, or their web site.
I've complained of this to our lead guitar player and I get told "it's just the way this business is". And it takes time. Time to get your band's name out there, time to let people hear you, time to make contacts, etc.
There is a saying down in the southern parts of the country that goes something like this: "Talent don't mean d*ck". It's who you know, not what you know. Sure you have to be good, but A LOT of it depends on who you know, or who THEY know.
It can be damned frustrating at times. Hang in there!