I was given some data by someone in a respectable department. This data is not available to the public but can be made available if asked. What would be the best way of referencing this?

As a personal communication? This was how I dealt with additional data that I requested from various academics for my PhD work. Their studies were published but the specific data I obtained wasn't in the manuscript.

Cheers - so i would just ref (colins 2006) Then ref normally stating its personal communication.
Many Thanks

IIRC, packages such as EndNote have a category for citing personal communications. You usually list the person's affiliation (i.e. academic institution) and also the date of the communication.