We’ve all been there: You’re out to dinner with friends and someone gets the most expensive entrée on the menu. Or someone orders a bottle of wine but not everyone has some. Or someone does the “let’s get dessert for the table” thing. Then the bill comes and everyone throws in a card and pays the same amount, even if technically some people should be paying more.
When it comes to group dinners, this is likely going to happen. So I won’t say it’s rude to order a significantly more expensive glass of wine than everyone else (or, say, have another cocktail when everyone else is only having one). You should get what you want! Dining out is expensive as it is, so you might as well make the most of it. But when that bill comes, you should offer to pay more for whatever the difference is, or maybe offer to cover the tip. (If you’ve really gone HAM, you might even offer to pick up the check entirely.) This way your dining companions know that you’re aware you ordered something more expensive and are willing to pay more for it. Whether or not they hold you to it is another question.
If, on the other hand, you’re ordering something more expensive because you know the bill will be split equally and you won’t need to pay more for it, then yes, it is indeed very rude, and perhaps you’d be better off dining alone.