Using the .php extension for all your scripts is not necessary, and in fact can be harmful (by exposing too much information about your server, and by limiting what you can do in the future without breaking links). There are several ways to hide your .php script extension:
(1) Don't hard code file types at all. Don't specify any dots, and most web servers will automatically find your .php, .html, .pdf, .gif or other matching file. This is called canonical URL format:
This gives you great flexibility to change your mind in the future, and prevents Windows browsers from making improper assumptions about the file type.
(2) In an Apache .htaccess file use:
RewriteRule page.html page.php
(3) Force the webserver to interpret ALL .html files as .php:
AddType application/x-httpd-php .php3 .php .html