Two days from now, Alan Wake will be removed from stores, because the licenses for music used in the game are expiring. People who already bought the game should not panic; it's highly unlikely that already-purchased copies will be taken away from customers in the near future, and I've seen no evidence that software updates will be removing any content from those existing copies. If you bought the game on Steam, for example, it will remain intact in your Steam library, likely for as long as Steam exists. Furthermore, the semi-canon sequel/spinoff Alan Wake's American Nightmare will remain in stores, so there's no rush to buy it. However, if you still haven't played the original Alan Wake, your time to purchase a legal copy of the game is running out.
In the meantime, it's 90% off (from $29.99 to $2.99):
Alan Wake sale on @steam_games 90% discount starting 5/13. Game will be removed from stores after 5/15 due to expiring music licenses. pic.twitter.com/y10DPgY8Q0— Remedy Entertainment (@remedygames) May 12, 2017
I should clarify that Steam is not the only store with a 90% discount on Alan Wake. The tweet above mentions only the Steam store because, as explained in another tweet, it's the only store on which developer Remedy Entertainment can control the pricing of the game. However, other stores want to compete, and other stores also want to sell as many copies of Alan Wake as possible before they are no longer allowed to sell it.
I don't have time to check every online retailer, but I've personally checked two other great stores, GOG.com and The Humble Store, and both of them also have a 90% discount on Alan Wake. Furthermore, both of these stores are arguably better than Steam, because they both offer DRM-free copies. The Steam version (last time I checked) will launch only through the Steam client.
Another difference between the stores is that GOG.com and The Humble Store both have a 90% discount on American Nightmare (from $9.99 to $0.99), while the Steam store still has the game at full price (seemingly by accident) and won't be offering an equivalent 90% discount on American Nightmare until tomorrow. All three stores, however, already have a 90% discount on the series as a whole, so if you buy the Alan Wake Franchise pack on Steam (which is discounted from $39.99 to $3.99), you're effectively getting the 90% discount on American Nightmare as well. I can't strongly recommend American Nightmare, anyway, as my feelings about the game are mixed, but if you're intent on buying it, now is probably a good time.
I can't say this is the best time to buy either of the Alan Wake games, because they were once featured in a name-your-own-price Humble Bundle, which means smart shoppers could have acquired DRM-free copies of both games for only a few cents. But, without a time machine, the current deal is likely the best you'll ever see... unless, of course, you opt for piracy instead and download the game for free, which will be the only option after the game disappears from stores on May 15th.
Regarding piracy, there are times when it is morally (if not legally) justifiable. I went into detail about the pricing, in the paragraphs above, as a public service to those who wish to acquire a legal copy while they can. However, don't think I'm trying to convince you to spend money on the game. Two days from now, it will essentially be abandonware. I'm generally against piracy, but if a game cannot be acquired legally then I think piracy is not only harmless but also necessary for the historical preservation of the game in question. If the publisher doesn't want to sell it, you should not feel obligated to pay for it. The licensed music in the game is certainly not abandonware, but I have no sympathy for the music industry, so I honestly don't care. Nobody who illegally downloads Alan Wake will be doing so just for the music.
In any case, whether you pay for the game or not, I do recommend playing it. The ending is a bit of a cliffhanger, though, which is more frustrating now than ever before, because this latest turn of events does not bode well for the anticipated sequel. I'm sure Remedy would like to continue the series someday, but it's probably not happening anytime soon if they can't even afford to keep the first game in digital stores. If I'm wrong and an Alan Wake 2 is in the works, they probably shouldn't release it while legally downloading the original game is impossible, because newcomers to the series might be less likely to buy the sequel if they can't easily play the original game first.
Fortunately, the current state of affairs is not necessarily permanent. If a proper sequel to Alan Wake is ever finished, I suspect they'll renew the music license at that time (or, if we're less lucky, they'll release an edited version with offending music removed). On the other hand, if the franchise has truly been laid to rest and plans for a sequel are permanently shelved, it might be a long time before any more copies of the original are sold. I doubt that Microsoft cares much about the franchise — they never did — so they'll probably be content to sit on the publishing rights while doing nothing with them for years to come.