I hope this post isn't too far down the thread to get noticed...
The trouble with supporting a major act is that while it's a great step, it's only half the story. I am not pouring cold water on what Chris said, because I think he is absolutely right.
The trouble is that the average music listener (ie the weird people whose lives aren't controlled by music. I wonder what life is like for them?) is pretty lazy. You might see a band opening for someone else. For a start, it's the first time you've ever heard them, and the sound probably won't be that great, so already it's unlikely the band is going to really get through. Most people need to hear songs a few times to make up their minds.
But not to worry, you have to start somewhere and if you open for a big band, a few people in the audience will get you and the seed is planted.
Unfortunately, of those few people, some will forget you the second the headliner hits the stage.
Some will go into a CD store the next day. They won't remember to look for the CD, but if they were to see it, they might buy it. They won't see it though, because, being on a small label, if it is in stock, there is one copy somewhere in the metal section at the back.
Someone else will go in actually looking for the CD. But it won't be in stock. So after that they will forget to look for it again.
But a tour is still the place to start. It's just that it is an uphill struggle to get recognition. When the media decide they want to break an artist, they saturate every possible avenue, until even your parents have heard of them.