In this paper we consider conformal symmetry in the context of manifolds with general affine connection. We extend the conformal transformation law of the metric to a general metric compatible affine connection, and find that it is a symmetry of both the geodesic equation and the Riemann tensor. We derive the generalised Jacobi equation and Raychaudhuri equation and show that they are both conformally invariant. Using the geodesic deviation (Jacobi) equation we analyse the behaviour of geodesics in different conformal frames. Since we find that our version of conformal symmetry is exact in classical pure Einstein's gravity, we ask whether one can extend it to the standard model. We find that it is possible to write conformal invariant Lagrangians in any dimensions for vector, fermion and scalar fields, but that such Lagrangians are only gauge invariant in four dimensions. Provided one introduces a dilaton field, gravity can be conformally coupled to matter.