It depends on how much you want to spend and what level of detail you require. Datasets are
OS independant so it does not matter which operating system you use. You may need to convert
it to mySQL or which ever database server you are using though.
If you want free then the afore mentioned datasets at http://www.npemap.org.uk/data/
probably your only options. I would use the dataset which includes freethepostcode.
If you are so inclined, part of the PAF dataset was leaked to wikileaks a few years ago.
Unfortunately I do not know any more than that.
The database at http://linuxbox.co.uk/postcode_database.php
sounds interesting but, unlike
freethepostcode, they make no statement on where the data came from and how they can ensure
that it does not infringe on Royal Mail's copyright.