The newest version of rhythmbox (2.95) should have a Grilo UPnP plugin, but I can't find it in Rhythmbox and it is not enabled or available by default.
I installed rhythmbox 2.95 according to this instruction in Ubuntu 11.10.
The rhythmbox-plugin-coherence is not in the normal repositories anymore and so I thought it would be great to have the new rhythmbox version with pre-installed (?) Grilo plugin instead of installing from another repository.

Or do I need to install the Grilo plugin with another repository (ppa:grilo-team/ppa) in Ubuntu?

Update July 2012:

Did anybody try it with Rhythmbox 2.96 (or via ppa Rhythmbox 2.97) in Ubuntu 12.04 and the the Grilo plugin (from ppa:grilo-team/ppa)?
With the normal install of Rhytmbox 2.96 and 2.97 (without additional Grilo plugin from the ppa:grilo-team/ppa) I have not seen any UPnP support. I have not had time to install the Grilo plugin yet.

Update October 2012
No grilo UPnP plugin with rhythmbox 2.98 (via ppa).