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I am an amateur pianist (of about 17 years) and I'm not sure if I ever learned correct octave technique.
I just "finished" Chopin's first ballad and there are several sections which require some quick (at least quick for me) octaves. I tend to tense up and use a lot of my arm when I play octaves and I think it limits the speed at which I play.
My question is what is the correct way to play octaves? Should I be using more wrist? Are there any good exercises I can do to help improve?
The key (as is almost always the case when you feel aches and pains from piano) is relaxation.
Each of your fingers only needs to be "active" (i.e. not relaxed) at the instant it actually strike a key, because you can move from key to key and hold keys down while relaxing that finger. In fact, if you are not relaxed, you are inhibiting your movement (though this is more relevant to your arm than your individual fingers).
When playing repetitive chord shapes, especially octaves, most students tend to try to "freeze" their hand into the proper shape, then push it down onto the keys in each location on the keyboard where the chord occurs. Thus you are tensing your fingers, palm, and wrist into an awkward, contorted shape while trying to quickly move your forearm laterally. But it's much harder to accomplish this movement quickly, fluidly, and easily when so much of your arm is stuck in a tense state! So you must relax, at every possible instant, rather than trying to maintain the shape.
This means that you need to be able to spread your hand into an octave-shape very quickly, because you must re-form the shape for every octave you play. This sounds difficult, and indeed it's hard to master, but it's mechanically much easier and much better for your arms than "freezing" is.
So you should start by practicing making the octave-shape very quickly. As an exercise, starting with your hand floating above the keyboard and completely relaxed, drop it down onto the keyboard while (at the last possible moment) stretching into the octave.
As you do this exercise, start thinking about what happens when you release the keys. Remember, the octave-shape is tense and uncomfortable, so release it as soon as possible to get your hand back into a relaxed shape. So, first, you can practice relaxing as you release the keys.
...But above, I said that you don't need your fingers to be "active" even when you're holding the keys. So practice dropping your hand into an octave and immediately relaxing as much as you can--and holding this relaxed shape. (This is tricky, but necessary when playing octaves that are too quick for relaxing "between" them.)
Now, the last element of a run of octaves is the movement from octave to octave. This movement must begin the instant you release the keys--or just before, if possible. There are several ways to make this movement. You can try to make a smooth and symmetric arc, but you risk landing on each octave at a slight angle, which can be problematic. Alternatively, you can rise off the first octave in a a shallow slope, moving more laterally than upward, until you are directly above the next octave, at which point you can drop directly down onto it. The optimal motion, in my opinion, is somewhere between the "arc" and the "slope-drop"; you need the smoothness of the arc, the laterals movement efficiency of the slope, and the precision of the drop. So practice both ways, and as you speed up your practice, you should naturally find something that works efficiently and comfortably.
John W. Schaum wrote a progressive series of "Octave Studies for Piano" Book One and Book Two. I can hardly wait until I get both completed!
Book One allows you to begin with studies in smaller intervals through Hand expansion, How to read octaves, including a worksheet in quickly recognizing octaves; Applied octave technic teaching the weight of octave playing, broken staccato octaves, three octaves on one arm impulse, octave in skip; Octave Melody and polyphonic octaves; practice tips in multiple ways by experts such as Duvernoy, Ascher along with Jensen teaching overlapping octaves. Also Legato octaves through such greats as Wolf, Czibulka; Bertini; Kohler;Schmitt; Lemoine; Czerny; Beyer; Biehl; Gurlitt;Streabbog;Le Couppey; Concone; Neupert; Kunz; and all of Schaum's exercises of which my favorite is his Hand Expansion Waltz and Hiller teaches an octave study in 5/4 time.
This was given to me by Boise State University's Music Department, Dr. Madeline Hsu, Instructor, Professional Classical Concert Pianist in Paris and an amazing pianist, a wonderfully knowledgeable as well as an expert instructor , incredibly beautiful and exhuberant performer a very kind and generous person. I trust her advice 100%.
If this book is too difficult for you at first as it was for me, I highly recommend these sources to bring you up to speed, the first I will mention was also given to me by Madeleine: "Piano Literature of the 17th, 18th, and 19th Centuries Book5 Part A Frances Clark Library for Piano Students Edited by Louise Goss"
"John Thompson's Third Grade Velocity Studies Edited and Annotated Versions of Standard Dexterity Etudes" The Willis Music Company.
There are fingering and hand rotation technics that are important to perfect toward achieving virtuosity. Happy practicing!
If you're going up or down the piano playing octaves you'll need to move your arm, but you should minimize the movement as much as possible. A lot of times beginners will move their arm up much more than they need to in general when moving up or down the piano. Minimizing the movement minimizes the distance you need to move from one octave to another.
As for your wrist, it should not tense up more than any other chord you play. Compare how tense a typical triad is for your hand compared to a typical triad. If it's tense compared to it, you may need to do exercises to loosen up the tension like starting on an interval you don't tense up with and stretch up or down one note at a time to get use to the interval of an octave.
A very simple exercise you can do to improve this is practice going up and down every scale with octaves.
I'll post examples of this in a little bit.
I decided to post my own answer to this question, partially because in the past two years I had the opportunity to learn from a professional pianist, secondly because this question seemed to generate a lot of answers and I think it would be good to highlight what helped me in the end.
In the end, the issue was not really about playing octaves as much as it was about general hand position, relaxation of the arms, strengthening my pinky finger and most importantly practicing slowly and with great attention to the melody and meaning of the piece. After modifying these aspects of my playing, playing octaves quickly and clearly was quite easy. I'll expand a bit on each point.
Previously, I has been shifting my wrist to reach certain notes. I also would occasionally move my wrist up and my knuckles down, striking the keys quickly and superficially instead of feeling deeply into the keys. I now understand that the correct position for you wrist is generally down, with your knuckles up and fingers pointed downward so that you can strike into the keys.
Before working with a professional, I never realized how much I relied on arm strength in playing. Often times I would find my forearm getting soar toward the end of a piece. Now I understand that your arm should be completely relaxed and that the strength comes from your actual fingers.
A helpful exercise was to make a tight fist, keeping my arm relaxed at all times, holding my fist above the piano and then letting it fall down into a chord position. This does two things. First, if you miss the notes of the chord then it means that your fingers don't know the shape of the chord well enough. Second, it trains you to use finger and hand strength rather than arm strength in playing the chord.
Previously when I played octaves I would rely heavily on my thumb believing this note to be the source of the tone I wanted to create, but this is not correct. Both pinky and thumb are equally important. Your pinky should rest comfortably on the key and both fingers should be pressing into the keys with equal strength.
This was by far the most helpful. Previously I tried to force my way through parts that I found difficult to play, sometimes playing faster, moving my arm more, etc. I found that when one playes very carefully and slowly, paying great attention to every sound, thinking carefully about what sound the composer wants to express and what sound I want to convey, then these "difficult parts" become effortless. Instead of thinking about the difficulty of a section, you become obsorbed with the melody. I find this to be a remarkable experience that I did not previously have in performance and especially not in practice.
I'm going to disagree with some of the advice in other answers. There is a very basic mistake which is easy for beginners to fall into without really thinking about it, and that is to assume that "you play the piano with your fingers". To get beyond simple playing technique, you have to realize that you really play with piano with your arms, and even with your whole upper body. Even when playing pianissimo, the main job of your fingers is to pick off the right notes, not to "do the work" of pressing the keys and moving around the keyboard.
Try practising leaps in octaves, one hand at a time, over the whole keyboard. For example start at the lowest C octave with the left hand and play in octaves C E (up a third) C G (up a fifth) C C (up an octave) C E (up a tenth) etc till you are jumping the from the bottom C octave to the top C. Play the octaves staccato, and make sure your hand and wrist relaxes between each octave. Start very slow, till both the accuracy and the relaxation become automatic. Then try increasing the speed.
Once you have got hold of the idea of moving your whole arm freely around the keyboard, reduce the size of the arm movements by practising conventional arpeggios in octaves. Finally, play diatonic and chromatic scales in octaves. If you start to "tense up", go back to the big arm movements and slower speeds.
(And once you have mastered that, the C# minor section near the end of Ballade #3 or Liszt's "La Campanella" study shouldn't terrify you, let alone Ballade #1.)
I'll add my two cents to this. Here are Rubinstein and Horowitz performing the octave passage in Chopin's Ab Polonaise:
This is instructive because it has a stream of octaves in the left hand, going gradually from pianissimo to fortissimo. As you can see, neither of them use the fingers to play them, just getting the finger and thumb in the right place and using lateral movements of the arm to position the fingers over the right notes. However, they have a rather different approach to how they move their hands up and down to hit the notes.
Horowitz uses his entire body in a consistent fashion. He starts with very little force and goes on to use a great deal, with little variation in how he strikes the keys. (I'm reminded of Bruce Lee and his "one inch punch"; I have the feeling that Horowitz understood how to put his whole body into a very small movement as well as Lee did.)
Rubinstein, on the other hand, uses a good deal of up-and-down movement of the wrist. As the octaves get louder, he supplements that with up-and-down movement of the arm.
So, in the end, the proper technique is what works. You will see variations like these in all the great pianists.
However, there are common problems that everyone has to correct, because they don't work. One of these, as you have found, is the "sore arm" problem. Most of the muscles that move the fingers up and down are in the forearms -- if you waggle your fingers, you can see them rippling in your forearm. If the muscles in your hand, which you use to support your finger position, are weak, then you will often lock the forearm muscles to compensate. That's what causes the problem. The other main problem is lack of accuracy in the way you use your arms to position your hands.
You have to find the balance between tension and relaxation, as well as the details of positioning and movement, that allow you to maximize the force while minimizing the effort. While you are looking, pay attention to technique, but keep the music foremost in mind at all times. The music will teach you the technique, but the technique will not teach you the music.
Creds: I've been a piano teacher of all levels for more than 10 years.
If you're just beginning, start off learning 6ths first. 6ths use the exact same arm motion as 8ths, except 8ths are wider, and cause more arm strain. Thus, it's best to learn 6ths before 8ths to get the hang of it. (depending on how big or small your reach is.)
Starting on D's (8ths) play each key listed 3-8 times: D D D, D# D# D#, D D D, Db Db Db, D D D, (loop)
Same thing but starting on F's play pattern: F, F#, F, E, F (loop)
Same thing but starting on B's play pattern: B, Bb, B, C, B (loop)
Same thing but starting on F's play pattern: E, F#, E, Eb, E (loop)
Same thing but starting on F's play pattern: C, C#, C, Bb, C (loop)
Once you've done all these patterns, you've done all possible diatonic scale combinations you could encounter.
I also made this video on arpeggios and octaves a long time ago, but there should be a few good tips!
If this answers your question, please mark as answered to keep up with maintenance. I wish you the best. :)
Maybe it is to do with the positioning of your hands. Whenever I tensed up while playing, my piano teacher always told me to reach up to the top of the keys instead of playing the edge of the key. What I mean is this: 
It helps for me, but it also depends on how large your hands are. It may also be to do with your practising. If you are having trouble with octaves, try and relax your wrists and fingers and practise. I think it would be best to start slow and gradually move faster. I used to tense up whenever playing octaves too, but using these techniques, I gradually improved.
Positioning
Practicing
