Should I supply code along with my paper submission?
Should I supply code as supplemental material?


Yes, but it would be better if you published it in an open access fashion.


  Is this a common practice?


No.


  If so do reviewers pay attention to the code?


Depends on the reviewers.


  Is it worth the time to prepare anonymised and clean code?


That depends, don't do more than necessary.

Also read:


Ten Simple Rules for Reproducible Computational Research
Top Ten Reasons to Not Share Your Code
(and why you should anyway)
Open Source Software Publishing for University Researchers