I'm in the middle of playing NWN and am a little confused about the expansions. Are either of them actual extensions of NWN (i.e. Baldur's Gate 2: Shadows of Amn and Throne of Bhaal) or no? Do I have to start with a new character for the expansions?

No. In SoU you start with a new character. You can play HotU after SoU but I'm not sure how and if the stories connect OK.

HotU is a continuation of the Story started in SOU. In HotU you are the Hero of Undrentide not Neverwinter. This is because both stories take place more or less at the same time.

<font color=skyblue>I only got the expansions for the added material that comes with it for the toolset, and for making characters to play in Ziroc's module. HotU really added alot of niceties that I could not do without. </font>

In a word Yes the expansions do come after Neverwinter nights. From the Shadows of Undrentide Manual that comes with the game is the following;
-INTRODUCTION-
Neverwinter Nights continues the epic role-playing game revolution with the Shadows of Undrentide expansion pack, featuring all new prestige classes, monsters, weapons, feats, skills and spells!
Engage in A brand new single-player adventure with more than 20 hours of gameplay.Dungeon Masters can create richer experiences with three new tilesets, plus enhancements that bring even more depth to the originals. Construct the plot, set projectile traps and develope non-player character conversations with new Neverwinter Aurora Toolset Wizards.

The Story so Far:

Deep within the frozen wildes of the Silver Marches, nestled on this frontier and far from the reach of the City of Neverwinter, resides the revered Master Drogan. Sharpened by decades of quests and exploits of lore, this dwarven mage imparts his wisdom to those students willing to challenge themselves.
The riddles of wisdom and tales of fierce monsters grow with every lesson, seemingly embellished by anticipation of some type of initiation. What kernel of wisdom will you derive from the next enigmatic lesson? What daring adventures will you begin with your next quest. end!!

Starting the new game the new Prestige classes become available to you, and you can work at becoming one of the following:
1)Arcane Archer
2)Assasin
3)Blackguard-Evil Equivalent to the Paladin
4)Harper Scout
5)Shadowdancer

The two expansions in both story and graphics complete what the Original NWN should have bin.

You can import your old character but it is much better to start a new character even if you do start at level one. You will level fairly fast and by the time you finish shadows of Undrentide you'll be close to level 20 then in the next expansion Hordes of the Underdark you'll be working on Powerful Epic level Characters and on toward level 40.
Hope this helps in you wanting to continue on with the expansions they are well worth your time.
Oh don't let me forget the hundreds of MODs you can download off the internet made by people like yourself using the Aurora Toolset and some of them are better than the expansions Bioware made or at least as good.

[ 06-01-2004, 12:48 AM: Message edited by: TheCrimsomBlade ]

Really? I should start with a brand-new character, rather than importing my character from the original NWN? I really like her, and would like to use her (she has some cool stuff, too!). Would the game be less interesting if I imported my character? She's a level 15 monk, level 2 sorcerer.

Most likely. Most of this game's appeal comes from struggling with a low-level character. Having a distinct advantage in every situation makes the game a little dull anyways.