from what i know, at least hl2 requires online access only during installation. i'm not too sure about that, as i have no plans of buying hl2; don't play such kind of games.
the authentication method for the nwn premium modules is worst. it requires online connection...every single time you play...a single player game...for which you've already paid about, what, $5,, $7? so on top of your intital cost of buying the game, your cost will run up some more due to internet use, especially if you have dial-up connection.
it has caused a furor in the bioware forums and it's not dying down.
might as well buy a full game that doesn't demand internet connection.