When I think of cold, dark, depressing type stuff, I don't think of black metal, because the "black metal voice" is something contrived. I love a lot of black metal, but it will always feel at least tad theatrical to me, and that makes it automatically seem not-as-intense. It's also one of those genres that sometimes becomes a parody of itself. Cold and dark, to me, means something that sounds less like it was run through the filter of a "genre" and more like someone who has some real issues to vent just grabbed some instruments.
Check out anything off of Planesmistakenforstars' "Fuck With Fire." It's kind of a lo-fi recording, but to this day I haven't heard any band that sounds like they used to. Their lyrics cut right to the point, too.
[youtube]http://www.youtube.com/watch?v=ftNYpdq15Sc[/youtube]
Dirty Three always makes me depressed.
Maybe some Envy?
Maybe you need to find some depressing blues to listen to?
