It's pretty rare for most of us to take a set to failure. True failure involves missing the last rep, something we want to avoid for a bunch of reasons, injury and shame being highest on the list.
Far more often, we finish the set once we hit a target number of reps. At best, we'll push to volitional failure (the last rep I want to do) or to technical failure (the last rep I can do without my technique breaking down).
Stopping a set short leaves potential growth on the table. You may have nothing left to give at that weight or with that exercise, but that doesn't mean your set has to be over. That's where extended sets come in. Just don't overdo it with these techniques. Using them on the last set of an exercise is enough.
In a standard drop set, you take the set beyond volitional and/or technical failure by dropping the weight by 10-20% and continuing your set. Exercises performed on selector pin machines or with dumbbells are the most convenient for drop sets.
Run-the-rack drop sets have enduring popularity for exercises like lateral raises and bicep curls. To run-the-rack, start with a set of dumbbells that allows you to hit 8-10 reps and then continue the set by dropping to dumbbells 5 or 10 pounds lighter and rep out again. Continue in this way all the way down to the lightest set of dumbbells on the rack.
My personal favorite drop set protocol. They strike a nice balance between strength and hypertrophy through the use of relatively heavy weights and high reps. It's pretty simple: 6-6-6.
Instead of decreasing the weight to extend your set, you switch to an easier modification of the exercise, usually with the same weight. You can do a great, growth-inducing mechanical drop set with pull-ups:
A rest-pause is where you bring your original set to volitional failure, rack the weight for 10-15 seconds, and then do as many more good reps as you can. Two rest-pause bouts are usually about right. For weight selection, start with a load you can complete for a solid 6 reps. You should be able to do 3-4 on the second mini-set and 1 or 2 reps on the last.
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