The group I'm with has put a lot into character over the last year. Between taking lessons on creating characters and watching my own rehearsals, I've found a lot of confidence in exaggerating aspects of myself to make present an image.
My body language changes in specific, thought out ways. I speak with a lot more economy of words. (This doesn't always mean speaking less. It does mean pulling the most value out of a budgeted amount of speaking.) I smile when revealing the payoff, as if happy that whatever prop did my bidding.
The overall purpose to all of it is to create a mood similar, I suppose, to the old Outer Limits introduction, regarding who controls what. Yet, control through unknown means is still focused on the sharing of entertainment and ideas with the audience.
Now, I'm the type of person who saves up his money so I can buy all my housewares during Halloween season. The cups in the kitchen, the skull shaped cookie jar, and even my bedding, complete with a homemade Halloween fabric pillowcase. (I think the people at JoAnn Fabric are getting to know me.) I have a large theater sized (one-sheet) poster of a horror film (Parasomnia) on my bedroom wall, signed by the writer/director. I write horror for fun. All of the is only the surface: I love dark.
In regards to magic, however, dark seems to be an obvious target but a difficult one to reach. A performer is still presenting some kind of persona. There are countless books out there to teach aspiring horror writers how to create a truly "dark" character. It is a difficult character for a lot of creative people to characterize well -- and not just magicians. This may be a case where studying how it's done in the other arts may help create a more convincing experience in magic.