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Okay, there are (or were when it was released and I assume still are) three different packages of Half Life 2: bronze, silver and gold. I bought it off Steam which if you have a high speed connection and lots of HDD space is by far the most convenient way to go (you can then write it to a CD/DVD image via a tool in Steam and burn to physical media if you so desire)
I *think* that any of those will let you get CS:S for no extra. I bought silver because I wanted DoD:S as well, and gold gives you some stuff you'd have to be a total geek to want. Or something.
I believe however that the boxed version is the equivalent of bronze and if you buy that then you'll need to buy and download DoD:s from Steam.
And no, you can have HL, CS and DoD installed in parallel to HL:S, CS:S and DoD:S with no problems.
I'd advise you to just buy everything from Steam really if at all possible, it's far easier and you can see the different packages.