Suggestions on sullen/gloomy bands...

If you like Bethlehem, then Deinonychus is definately worth checking out. The cover they did of Candlemass "Ancient Dreams" on the last album is brilliant!
Otherwise quite a few good doombands have been mentioned already. I would add Funeral and Pantheïst to that list. Despond from France too, but they might be tricky to get hold of.
The last Septic Flesh album might be something in your vein too.
 
I'd also like to recommend Type O Negative!! My favorite band!
I think the only 2 albums by Theatre of Tragedy that are worth getting are their two first, "S/T" and "Velvet darkness they fear". The 3rd and the Mortal's first LP "Tears laid in earth" is great! After that, I don't really know about them...
 
November's Doom
While HEaven Wept

um, normally i'd be able to name a shit load of bands, but i'mdrawing a blank right now.
 
Yes, I forgot about Novembre myself. Also, if you want to listen to some more ameteur stuff click on my sig. I know, shameless post. But my music fits this thread so I thought I'd throw that out there. :)

And DEEK, who are While Heaven Wept and where are they from? That's the only band posted so far I haven't heard of.