I don't know if it's a good idea or not to start your own label, but if do and you're in the UK, then Record Label In A Box from the music aggregator Ditto Music could be for you.
The Basic edition goes for £99 ($152), the Premium edition is £249 ($383), and the Enterprise version costs a whopping £3499 ($5,378). The latter features a 12 month mentoring, one-on-one career building, and a full PR and marketing campaign and a branded website.
You can check it out on the Ditto website, but just remember that most of what they show you applies to the UK.