Good last post Greg.
I have found that the best way to get what you want is for management to want you to do it for their own reasons and most conferences are organised with just that in mind.
Take a look at the timings.
The trick is to look like you don't want to be there a moment longer than necessary and by making a few delays which take you into the "late booking" zone when regular airfares look enormous compared to the "weekend stopovers". His big concern then is if you want to have time off in lieu for the "weekend away on business".
Saying "Gee, can I stay an extra day and take it out of my holiday" is asking for trouble and costs; they'll have an FBI forensic finance team examine your expenses.
I have spent many memorable weekends in St Petersburg, Moscow, Houston (yes, Houston, it ain't home) Copenhagen, Talin etc etc. simply because of the Hotel deals that consider a Friday as part of the weekend and you get the whole week for a much lower rate.
Staying into the weekend can "save the company enough money" that they'll pay for anything within reason including entry tickets to the Space Centre, guided tours of the Aurora, a visit to Pravda's offices or Mickey's place... this is where time-off-in-lieu queries come in handy (you'll get the "it goes with the territory" speech, but it keeps them honest).
The downside is occassionaly having to go somewhere you'd rather not for longer than you want.
Some general rules:
If attending a conference in a ski resort either don't go yourself or do take the wife, whatever it costs you (travel... hotels usually have double occupancy for the same price).
One guy I know told his wife she couldn't come and he wasn't going skiing because he had too much to do.
She wasn't happy.
Day two and he got bored, went skiing and broke a leg. He had to leave the car, fly back and she wouldn't meet him at the airport. When he got home, the locks were changed.
Take care how you inform the wife if you get delayed. I was glad to have a large continent and a big ocean between myself and the significant other when I rang to explain a travel delay. One colleague e-mailed his wife from the airport... safe, but we never heard the delayed reaction outcome.
My other colleague finally phoned his wife from reception at the hotel in Minneapolis St Paul, where we finally arrived at 11:30pm.
Unfortunately just as he was explaining that we had been delayed by weather, a hen party let out from the bar ... she could hear the "loud girly squeals" over the phone and we could all hear the click as she hung up on him.
Always make sure your boss knows/remembers who is doing who a favour. Learn to act unhappy about not being at home with the wife over the weekend (to her and to your boss, but don't overdo it, the boss might cancel and the wife might want to come).
Before feeling too guilty, take a look at how many of the management manage to get to some fancy confernces with their wives or take business trips to exotic places and delegate the armpit trips to subordinates.
JMW