Your way is the way to go (see [1]). Even though I solved it a little different, the approach stays similar:
Possibility 1
Implicits
object ExtraDataFrameOperations {
  object implicits {
    implicit def dFWithExtraOperations(df: DataFrame) = DFWithExtraOperations(df)
  }
}
case class DFWithExtraOperations(df: DataFrame) {
  def customMethod(param: String) : DataFrame = {
    // do something fancy with the df
    // or delegate to some implementation
    //
    // here, just as an illustrating example: do a select
    df.select( df(param) )
  }
}
Usage
To use the new customMethod method on a DataFrame:
import ExtraDataFrameOperations.implicits._
val df = ...
val otherDF = df.customMethod("hello")
Possibility 2
Instead of using an implicit method (see above), you can also use an implicit class:
Implicit class
object ExtraDataFrameOperations {
  implicit class DFWithExtraOperations(df : DataFrame) {
     def customMethod(param: String) : DataFrame = {
      // do something fancy with the df
      // or delegate to some implementation
      //
      // here, just as an illustrating example: do a select
      df.select( df(param) )
    }
  }
}
Usage
import ExtraDataFrameOperations._
val df = ...
val otherDF = df.customMethod("hello")
Remark
In case you want to prevent the additional import, turn the object ExtraDataFrameOperations into an package object and store it in in a file called package.scala within your package.
Official documentation / references
[1] The original blog "Pimp my library" by M. Odersky is available at http://www.artima.com/weblogs/viewpost.jsp?thread=179766