I was hesitant at first, but I took the plunge and bought Alan Wake on release a few months ago. The game far exceeded my expectations. Totally worth $15... you'll probably get 15 hours worth of entertainment out of it, with the included DLC (which is included in both versions of the game, mind you; no need to get the collector's edition). I got about 12 hours of gameplay without doing the DLC chapters.
If you're looking for a very story-driven, dialogue-heavy, atmospheric, action-adventure game with a Stephen King/Twin Peaks vibe to it, then grab it. I'll be pre-ordering the new "American Nightmare" expansion because of the positive experience I had with the first.
I have a ton of games on GoG, but I'm a Steam whore at heart :wub:
Hahah don't worry KaOTiK, I'm in the same boat. I love GOG, but I love the service Steam provides even better. So Steam it is for me.
Edit: If you already own Alan Wake, you get the expansion an extra 15% off! That's what I call service.