All are on the way or so I am informed.
Lost coast is a level that never made it into Half-life 2, part of highway 17. And Valve have designed it to dole out serious hurt to your weak and insignificant Videocards, it introduce manny new lighting techniques: When you move from light to dark it takes a second to adjust, stained glass colours the light going though it, and more. Oh and it's free.
Aftermath deals with the events after Half-life two, should involve more interaction with Alyx. It was going to be free (as far as could have been told) but some suits wanted it sold on shelves as well as on steam so it probably won't be.
Half-life three will happen, but I have ne reason to believe it will be sooner then 2006 (middle to late-ish? Either way it's a complete guess on my part.)
Fallout 3 was about 3/4 of the way done (pure guess, it was "nearly done") when the company making it dropped it. The rights have been sold to Bethesda, and is in pre-production, I don't know what they will do with it, people think it might be completelty ruined but they are say they wish to be faithful.