My piccolo purchase was a foolish one. I bought the Yamaha professional model, 6810s. It's an adequete instrument but my methods for buying were hardly mature. I had some money to spend and wanted a piccolo because I wanted to work on the picc literature and thought it would be good to start playing weddings and stuff. I chose the model I was going to buy based on pictures and specs and had one of the local Yamaha dealers order in the horn and I bought it after trying just the one instrument.
Like I said, the instrument is adequete but the intonation leaves a little to be desired and I think the bore is too small for the way I blow. In hindsight I should have made a trip to a larger music store and tried several instruments. Even as a beginner at the piccolo you can tell what horn works well for you. That being said, for all I play picc my horn is fine and blends well in brass quintet and trumpet ensemble. It has a small bright sound that works well for most baroque literature.
If I had to do it all again(and I probably will in a couple years), I would seek out the Schilke P5-4(those horns play themselves), Stomvis, Kanstuls, Schezers, and Getzens. I've played two LA Benges and didn't like them but lots of people think they're great. Some people like the Yamaha knockoff(9830) of the Schilke better than the original but I've had better experiences with the Schilke.
Of course, usual horn buying rules apply. Try as many as you can. Try your friends' horns. Buy what feels best, sounds best, and fits your budget. Don't impulse buy like me.
What horn does your teacher play?