I want to cover a concrete padio AND extend the padio out on to my lawn. Are there paver products that vary thickness to support my plan?

Pavers do come in varing thickness but it will be hard to find the same style in varing thickness. You could make up the difference with compacted crushed stone to make each portion meet. I doubt that the big box stores would have that much of a selection to carry an assortment. You may have to go to a specialized landscaper and see what they have as far as varing thickness in the same style/color.

If your going to extend it into the yard you need to dig down and install a proper base anyways. You can just make the two meet at the same height. If I were installing them over concrete I would use bedding sand between the concrete and pavers so as to let them expand and contract independantly from each other. You will also need to use a "non-drainage" base polymeric sand Between the pavers where they are layed over the concrete.