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Comments
In some cases, the extras can be used on the model to add a little something, otherwise, they're always useful as, err, spares!
or an older one ...
http://bricksetforum.com/discussion/16787/what-does-everyone-do-with-the-spare-bricks-that-come-in-every-lego-set
or a slightly more general one about spare parts ...
http://bricksetforum.com/discussion/3921/extra-pieces/p1
Extras from lego dimensions sets are all combined into a single baggie and all the instructions sheets are placed in a second baggie.
Extras from my sons sets get thrown in his parts bin (the rest of the set ends up there anyway) and the instructions go in my plastic "file storage" box.
The smallest components come together in small bags. If one tiny piece is missed, then it's a more significant part of that whole bag - and it's that which is weighed. That bag is then included in a larger bag - which is of course weighed to ensure that the first bag, and other larger pieces, are not missed. And the set as a whole is weighed to make sure that all the bags, not the individual parts, are included
There's a quirky statistic that says that an average set is weighed a dozen times. It's why mistakes are rare.
I imagine a bit of care is taken to ensure that bags don't have very similar weights.
Certain parts will always have at least one spare - if there's a single 1x1 round plate in a particular colour, there'll be a spare. Whilst they're covering themselves over a packing error, it's more likely they're also covering the pieces that get left in the corners of bags or that disappear under the sofa as a bag is opened. If you compare a set's contents with a BrickLink inventory, you'll usually find it agrees on the part counts including the spares.
I actually feel cheated if my count comes up short, but so far i have always found the missing spare hiding under another piece. LEGO is so precise with their spare count that I think the primary reason for including them is because they are easily misplaced, as @TigerMoth mentioned. Protection against packing error is probably just a side benefit, and not really a concern to LEGO since their packing process is so precise.
Other similar pre-packed bags include the current Lego City tool assortment (which comes in a bag rather than on a sprue like older tools), Lego Friends hair accessories (including things like bows, combs, hair dryers, and sunglasses), Lego Friends pet accessories (including things like spray bottles and ribbons), Lego Friends floral accessories (including multiple varieties of flowers along with things like ladybugs and butterflies), and Lego Friends kitchen accessories (including things like plates, flatware, and kitchen appliances like mixers)
One of earliest examples is probably the locomotive wheel set used on Emerald Night. A "set" (with one part number) consists of two wheels with flanges and one without, although the bag contains double that.
What's particularly remarkable is that, in Bright Red, the blind wheels have never actually been used in any set, but are included in #7597 simply because of the way they are moulded and packaged.
I've always assumed the spares are parts most likely to have a defect. Having purchased over $30,000 of sets over the past 5 years (I just inventoried everything in Bricklink!) the ONLY part I've ever has missing was a single sticker. I never believe anyone when they say they have missing pieces, because when it happens to me, I'm either sitting on it, thrown it away in the bag it came in or have made a mistake in following the instructions. Often its a good way to ensure you haven't made a mistake because if you have more than one 1x1 of a certain color left at the end, you've messed up. Sometimes I actually like to remove the spares before I start just for fun (and to further quench my OCD so I can finish a build with zero parts left over).
Two reasons I think the spares are pieces most likely to mess up. One is because you always get a spare aerial piece, which is relatively large, but delicate. They've also started doing that with the dragon wings - 3 to a box rather than 2. The other is that the only other error I've ever had in a set was a malformed 1x1 stud. At first I thought it was new type of piece, but then realized that it just hadn't been made with enough plastic to fill out the stud portion of the part.
I do almost exactly the same, except I put the instructions in a filing cabinet.