Interesting thread - I too am in the market for an upright piano, broadly the same price range. I already have a Yamaha clavinova which will still be useful for practice, but I would like the real deal now and feel I can justify it.
1. What differences would you expect to find between a piano costing around £5k and one costing £10k?
2. When you're in the shop trying out pianos, what sort of things do you do? Scales? Chords? Any tips?
Some of the things I would check are dynamic range (over the whole instrument) and quickly repeating the same note (to check they all sound as some mechanisms can't manage it). Try staccato flicking both towards you and away from you and see if you can hear the difference. Also think about the weighting which can vary greatly - if you practise on a light one, it can cause problems switching to play on heavier ones for some people. Pre-select some bits of music which sound very different (don't play the whole piece!). I would try as many as you can even if they aren't in your price range to see if you can hear the difference. If you do really like one that is too expensive, you could look out for an older one of the same model. Also bear in mind in all of this that the acoustics in a large room with no soft furnishings are likely to be very different from yours at home, so it won't actually sound the same anyway...