Pretty good but nothing outstanding.

Episode 1 was very fun especially for returning players.
Episode 2 I didn't enjoy as much because I disliked the way the level was designed (even in the original story).
Episode 3 gave some more Remedy weirdness I crave for.
I'd say none of the episodes are really essential to understand Alan Wake's story, they can be skipped (Episode 3 might be important later but for now, not really).

Recommended !