LOL... I am probably the poster child of the Privia consoles at PianoWorld
The PX-830 may or may not yet be available depending on your country. It's not in my country, but I had the experience of playing on one when I was in Japan last September. I have to warn you though, I am quite biased because I love the performance of the Privias vs. their relatively low cost. And there's a Casio showroom near me which I always visit.
First off, all the Privias and Celvianos of the same generation share the same basic piano specs (keyboard action, touch response, layer samples) so theoretically you won't be missing out on the piano performance aspect itself (which is the most important thing IMO) by choosing one model over the other. So theoretically, all models will also sound and perform the same over headphones (I'm saying theoretically since I haven't actually tried that yet).
But then each model differentiates itself by the form factor or other added features. The PX-830 and PX-730 are console types. The PX-730 is more of a basic model, focusing mostly on the piano aspect. The PX-830 has all the features of the PX-730, but has rhythms, an SD card slot, LINE IN, LINE OUT connections and possibly midi ports(?). Both models have USB connections.
In the current generation, Casio differentiated the two models more by giving the PX-830 a different form factor from the PX-730. I personally like the improvements. The PX-830 lost the slide-type cover and instead has this long keyboard cover that opens up and doubles as a music stand, like in some uprights. I like that better since I've always thought the frosted plastic music rack on the PX-730 is too flimsy (thankfully I haven't broken mine yet since I'm careful with it). They also gave the PX-830 the nicer keytops, which aren't exactly ivory-like but are cream-colored and have a slightly matte surface (most DPs have glossy white keys). I remember having a lot of fun playing on the PX-830 on display and loving the feel of the keys. The PX-830 also has more powerful speakers (20W x 2 vs. 8Wx2 ).
So it's up to you to decide whether you're just after the piano features or would like more bells and whistles and some other fancy additions. I'm personally a fan of the PX-830, but it was too expensive to special order from my country and I really shouldn't be spending too much on a secondary DP anyway
. I find the newer Privias quite expressive (more than the last generation) and with improved keyboard action (less noisy too) and decent piano sounds, so I'm happy with my purchase.