If you need to post a paper form to Companies House (for example, a DS01, SH02–SH19, or any other form Inform Direct has generated for you to print and sign), send it to:
Companies House
Crown Way
Cardiff
CF14 3UZ
United Kingdom
DX 33050 Cardiff
This is Companies House's single postal address for paper filings, regardless of whether the company itself is registered in England & Wales, Scotland, or Northern Ireland — everything by post goes to Cardiff.
If you'd rather not post a form, some paper forms (mostly share forms) can instead be submitted via the Companies House online upload service — see What forms can be uploaded to Companies House?