I beg to differ. I agree that treading carefully, being polite, and understanding that the person you are talking to may not be in a position to make such decision is important. But let's be real. This is a market place. And while it sucks, money is important--for EVERYONE. The faculty member you talk to is not paid by candies and nuts. Chances are that he also negotiated his current position. That doesn't mean they will be ready to negotiate and improve their offers, but even if they can't do anything, they'll understand, and won't look down on you for trying to get a better offer. Everyone wants better salaries, better conditions. There's no shame in it. PhD students are human beings too.