What's on the horizon?

Have you tried NWN2? They are releasing an expansion this September.

It's okay, and it has its share of problems such as bugs and system requirements (without seemingly great graphics). But the price is reasonable. I couldn't recommend it if it was more than $25.

I liked Baldur's Gate, loved Planescape: Torment... Although lately I'm stuck in MMOs.

Funny you should ask for that collection, cause just yesterday I wandered into a shop and saw a "Forgotten Realms" collection. I believe it was both Baldur's Gate games, both Icewind Dale games plus NWN 1. Not quite what you asked for, but close.
I bought Icewind Dale II myself like a year ago, without having played the first, and I have to say I wasn't impressed. Of course I only got about a day's worth of playing before some problem with my computer made the game crash at certain points, but still, it hadn't been a good game until that point.

NWN 2 has more "Baldur's Gate / Icewind Dale" feel to it than NWN 1 did. You can have 4-6 characters in your party and you can control them. You can choose from different types of camera angles and one of them is similar to the angle that was used in Baldur's Gate.

The first add-on for NWN 2 will be released this fall. You could also check out the RPG in development called Bewitcher. It looks cool and is somewhat similar to NWN. As for Obsidian Entertainment, there has been news that they've started developing an RPG based on the "Aliens" movies.