This was my dilemma when I purchased my s710. There was a s910 next to a s710 side-by-side at Sam Ash.
I already made this comparison somewhere else on this forum, but I will give you a tiny version:
The s910 has a color screen (that some have reported problems with - at my local Sam Ash they had five come in broken while I was there) that looks beautiful. If color is important, that one is a big difference. You can plug a microphone into the s910 and use the built in effects and harmonizer (I have heard mixed reviews on the harmony capabilities) - also, the s710 has all the same effects save the mic harmonies. You can plug a video out (RCA) to a TV or monitor with a RCA input to use for Karaoke or as a large screen to edit with. The s910 has more sounds and a few of the Super Articulation voices from the Tyros 3. It also comes with more styles and multipads.
Now, the s710, to me, sounds IDENTICAL. The sounds are AMAZING. I had no need for a color screen and I own mics and mixers and effect boxes, etc, so I did not need to plug a mic in. I had no need for an external monitor, and if I did, I would rather have a VGA connection (the Tyros has that) than a crappy RCA connection (IMO). You can get the styles for the s910 and use them on the s710 with almost no discernable loss (at least to me) - maybe a few of them won't play properly because the s710 does not have some of the sounds in the s910.
To me, the s710 and the s910 are identical where it counts:
They have identical polyphony (128) - as does the Tyros.
They have identical controls, save the mic button and RCA output.
They have identical speakers that output the same wattage.
You can attain all the styles and multipads from the s910, Tyros, etc, so styles really do not matter here.
Really, where it counts for me, is that the s910 simply has more sounds. The s910 may have a tiny bit more memory for sounds (and I mean, like a floppy drive's worth), so no biggie there.
Both have USB ports, internet, music finder, etc. The OS is pretty much identical on both - same software.
So, really, is the extra sounds (about 200 of them), a mic input/harmonizer and a color screen with output worth an extra $750 or more?
If you are using it for Karaoke, then maybe it is, but if you are doing Karaoke, there is far better hardware and DVDs you can purchase for that.
If you are playing out and want everything compact into one unit, then the s910 maybe for you. If you have mixers, PA's, etc, then the s710 is a less expensive option that performs on par with the s910 in almost every way - at least it does to my ears.