I'll admit the post was fairly tongue in cheek rather than quoting specifics, but the Fellaini saga mention above pretty much sums it up.
Obviously rumours are pretty much just that, but there always seems to be stories of United arguing over the price for months and then either caving at the last minute or missing out on a player over what it likely to be a fairly trivial amount. For a club like United i would've said even £10m was fairly trivial had it been identified that it was the right player for the squad.
I should've probably added a third point to my post though that includes "City have shown an interest in a player, so we must gazump them to prove that we're bigger than them"