Hey now, isn't this interesting?
Remedy Entertainment has filed a trademark for what is to be considered the next Alan Wake game; Alan Wake's Return. It was filed two days ago, February 23rd, and originally spotted over on Neogaf. The game's website, under the name Alanwakereturns.com, is also under construction under the authority of Network Solutions. This company also happens to be the same who has registered Remedy's previous domain names.
So, basically, we now know what Remedy has not ruled out yet: Another Alan Wake game is coming. The only question left is remake, remaster or sequel?