1. I went to London, where I found him.

2. I went to London, and there I found him.
3. I went to London, and I found him there.
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Are they all grammatical and the same?
Which one is common, #2 or #3?

4. The man came to me in the afternoon, when I was very busy.

5. The man came to me in the afternoon, and then I was very busy.

6. The man came to me in the afternoon, and I was very busy then.
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Are they all grammatical and the same?
Which one is common, #5 or #6?

1, 2, and 3 are all fine, yes. 3 is more commonly used than 2 is.

4, 5, and 6 are all correct, but 4 means something different from the others. Between 5 and 6, 5 would be more commonly used; 6 is somewhat awkward.