"The Writer" DLC may be the last we see of Mr. Wake in downloadable form, according to Evil Avatar. Remedy head Matias Myllyrinne apparently told the site that The Writer would "conclude things" (Evil Av's words) and, like the last DLC episode, would feature "intense action" (Myllyrinne's words). Remedy has yet to confirm the report as of publishing.
Even if the Writer is to be the last DLC for Alan Wake, Remedy has expressed interest in an episodic, digitally distributed release of the full game at some point. Additionally, a recent interview with Remedy resulted in a fuzzy answer to the question of additional Alan Wake DLC beyond The Writer. With any luck, Remedy will paint a clearer explanation soon.