When it's already clear something's at stake, all is good.
But when it's not clear; or not known to everyone that something relevant is at stake at all, then rolling dice is a big (too big, IMO) tip-off.
But that's the point - I want it to be clear! I want the players to be invested. To invest themselves, they need to know that something is at stake.
Let's use the anxious-guy-in-the-bar example. Guy arrives, eventually beelines for the PCs' table. If at that point I start calling for checks the players OOC are going to suddenly view the scene differently than had I not called for checks, and dollars-to-donuts that'll be reflected in how they react in-character.
Correct! Again, that's the point.
They didn't previously check the inn for hooks before setting up this signal?? Dummoxes deserve what they get.
Maybe the arrangements had to be made in a hurry, and they went for the plan that they thought had the least chance of going wrong.
If they hadn't checked, that's one where I'd go through the motions of secretly rolling dice and then either ignore the roll and just say yes there's hooks (if it makes sense there'd be hooks there) or go by the roll (if it may or may not make sense e.g. rain here is very uncommon).
Again, this is where I would have a player making the roll. That let's them both have the ritual experience of resolving a moment of crunch for the PC; and in some systems it also lets them expend resources if they want to (eg if the system allows players to expend fate points or similar to boost their checks).
Unless this is an inn they've been to before, the scenario would play out exactly the same as in the real world if I were to walk into a pub and go to hang my coat on a hook...I'd first have to check and see if there's any hooks present.
My point is that, in the real world, this is not mediated. If you want to know something about your immediate environment you just look around.
I'm sitting at a desk. Without even moving my head (just my eyes) I can see, on the desk, a pile of about two dozen books on various topics, another pile of books and papers dealing with a particular legal topic, various notes and papers spread out around my computer, three memory sticks, and a dozen or so pens. Plus some CDs, some boarding passes sitting around from old travel claims, and various other stuff that I'm not going to type up.
When the GM tells the CoC players that "You walk into the academics office and see a desk strewn with books and papers", there's no way the GM is going to have a list that even remotely captures the detail that the PCs can simply
see.
Likewise, how many GM's inn descriptions record the presence of hooks for coats at the door? I've never seen that mentioned in a module that I can recall. I've seen many D&D inns with "wine" on the price list, but rarely its colour or its grape. There might be an entry for "stew", but is it lamb, goat, horse or beef? (Or something more exotic?)
A world in which the default assumption is that
nothing is there unless the GM mentions it is so barren as to be implausible, outside a very special context such as a dungeon. Which is why dungeons are such an effective vehicle for a certain sort of play!
But once we get out of the dungeon, what are we going to do to rid our world of barren-ness? My solution is this: if the player is assuming that something is there (eg hooks at the door; pens on the desk) and nothing is at stake, I "say 'yes'". Why should my assumptions about what is in the fiction be any more important than there's? It's all just colour, and their sense of the colour is as good as mine.
If something
is at stake - ie it's not mere colour - then that's where a roll is required (in BW and 4e, at least; Cortex is a bit trickier in this regard, and therefore poses its own GMing challenges). In 4e that would normally be as part of a skill challenge.
Characters can have family, friends, etc., as part of their background but these don't usually come up in play that often.
The game mentioned in the OP has been driven primarily by the mage PCs desire to redeem his brother, the assassin/wizard's desire to kill the same, and the elven ronin's inability to come to terms with the loss of his master (which was what led him to wander into human lands).
Without those background elements, there wouldn't be any play.
pressure comes from the giant who's trying to stove your head in; from the mentor who paid for this trip who is expecting a mission report within 2 days when you're still 4 days from town; from the unrelenting storm you've been lost in for days; from the party Thief who just won't pull her weight but expects her full share of everything; from being down to your last day worth of rations...need I go on?
<snip>
"the pressure, in short, usually comes from sheer survival"
When I look at the sort of fantasy fiction I would like my RPGing to emulate (not usually all at once, but from time to time across the range of sessions, systems and campaigns) I think of LotR, REH's Conan, the Earthsea stories, Arthurian romance, Claremont's X-Men, Star Wars, and the more romantic/passionate "swordsman" movies like Bride With White Hair, Hero, Crouching Tiger, Ashes of Time, etc.
In none of these are the protagonists driven primarily by the pressure for sheer survival. Survival only becomes an issue because
something else has motivated them to place themselves in danger.
I think REH's Conan is especially interesting in this respect, because of the centrality of those stories and that character to the "Appendix N" experience. If you look at the Conan stories, he is almost never motivated primarily by mercenary considerations. The mercenary motivations may be part of a framing device, but in the actual events of the stories he acts out of non-mercenary motivations such as honour (eg Black Colossus), or a desire to prove himself (eg Tower of the Elephant), or compassion (eg People of the Black Circle, Jewels of Gwahlur, Tower of the Elephant again).
I don't think these sorts of motivations will easily or naturally emerge in RPGing, if everything is framed as if the stakes are simply survival. But in order to know what will test a player's commitment, in the playing of some particular PC, to honour, or to compassion, or whatever, you need to know how that player, in playing that character, understands the ingame situation. Sometimes that reveals itself through action (eg I remember a couple of occasions when the invoker/wizard in my main 4e game slew helpless prisoners when the opportunity presented itself, because the player - in character - had formed the view that they were beyond redemption and deserved summary execution), but not always. As a GM, the most obvious way to learn this stuff is to ask the player!