Is anyone aware of any (commercial) data sets that divide the UK into urban and rural areas based on admin data (e.g. outcode postcodes) and/or physical data (e.g. eastings and northing or lats and longs).
Have a look at http://www.ons.gov.uk/ons/guide-method/geography/products/area-classifications/rural-urban-definition-and-la/rural-urban-definition--england-and-wales-/index.html for the official classification.
Clicking through on the links from the Rural definition pdf eventually gets you to here: http://www.ons.gov.uk/ons/guide-method/geography/products/index.html
Where you can download the 2001 and 2011 definitions at a variety of resolutions...
In response to Mapparz suggestion - I'd be tempted to use the OA level Rural-Urban geography in conjunction with the Open Names database and assign the postcode points with the OA classification:
Just had to track down the shapefile with this data in. Took a fair bit looking but eventually got this: http://geoportal.statistics.gov.uk/datasets/oa-ew-bgc-with-rucoa11
RUC classification at output area level (so pretty detailed) in a nice downloadable polygon shapefile.