Yes it's pretty common, in fact I don't know anyone who has gone abroad for a conference and not taken at least one extra day as holiday. I stayed in the US for an extra 10 days last year after a conference, I just booked my flights with dates I needed, they will pay for a return anyway so it doesn't matter if the return is a bit later than the conference. I did check with my supervisor, but he just said he assumed I would be taking holiday as there is no point going that far and not taking advantage of it! You just pay all the fees for your extra time yourself =)