My dad reckons it starts as soon as you cross that imaginary line stretching between the Wash and the Mersey.
Others have commented that anything North of Oxford isn't really Southern anymore.
I always reckon it starts somewhere North of Nottingham, but South of Sheffield. I've never considered the city of Nottingham truly Northern although there are cultural/linguistic aspects of it that are, but once you get into North Nottinghamshire there's no doubt that you're really in the North.
For Londoners: We're discussing England here, so no comedy answers about tube lines please.