It does vary considerably - a major band can invite a favourite band tro support them, and there weill usually be all expenses paid, and a fee as well. A lesser known band may take even lesser known labelmates out with them - Lostprophets are taking Bring Me The Horizon, so probably both bands will be underwritten by their record comapny, with maybe a lesser fee for BMTH. As advised, the support usually want the exposure of a bigger band's audience, and that is where the 'buy-on' system comes in - a band can pay for a support slot and maybe be able to sell their own merchanidisng, which is highly lucrative even at that level, so can be worth doing.
It's a case of ask and see, but don;t be heartbroken if the answer is no fee, unless it comes from the support act!