most of the record companies, even the smaller ones, either produce their tunes on CD, and/or many are either selling downloadable tunes already, or are considering it.
I got a surprisingly high CD-positive response just by emailing some of the info@ or sales@ address on 12'' sleeves/labels etc.
Virtual, or downloadable stock costs a company "virtually" (sorry, couldnt resist that

) nothing to run, once initial set up costs are covered. With all the advantages of not having to set aside physical storage space, pass on shipping costs, store and dispose of incoming/outgoing packaging, not having to "guess" how many production run's of 100's or 1000's to order etc. The big advantage to us, as customers, is that we never hear "Out of stock" either.
If you've got favourite labels for your particular genres, drop them an email, it'll probably only take you a few minutes. Why not start a separate topic here on the forum for "CD friendly record labels" so that the bigger picture is established.