I think the simplicity of the background compliments the complexity of the dress. A complicated or fancy background would distract from the focus.

The main I'd suggest an improvement on is the shading. It does quite fit with the position of the light source. Light sources from above are...in blunt terms: insanely hard to do. The lighting is great, but the shading isn't quite where it should be. (Except for on her hands, awesome job on those. ^^) The shadow under her shouldn't be from her legs, it should actually be from her skirt.

All in all, this is a very beautiful and well done piece. Plus, Labyrinth is somewhere beyond the land of awesome and well into the realm of 'best thing ever.' Well titled, too. Bowie is amazing. It'd be awesome to see a companion to this with Jareth. (*drool*) This picture is certainly is one of the more original pieces of Labyrinth fan art out there, and has a certain Phantom of the Oprea-eque feel to it.