I'm curious as to how people handle their player's requests for side-quests. Personally, so long as they request it and have a general idea of what they'd like to accomplish I'll come up with something appropriate to the time and setting and meet them during the week. So far I've done three and it's allowed me to explore whole new levels of intrigue to the setting. My players' characters suddenly have personal motivations as opposed to group motivation, which when combined with keeping the secrecy of the side-quest events completely up to the player, is interesting to watch them interact. Not to mention all the possabilities I'm finding from these new story elements. Not to mention the players who might miss out on experience or miss a session being able to keep up with everyone else through rewards in the side-quests.
I was wondering how other game masters handle side-quests, or if they even allow them. I know it's working well for my group, how about everyone else?