The add-in model for Expression Web started changing with Expression Web 3 when the VBA and macro tools were removed. Those were borrowed code from Microsoft Office and as the Expression Studio has become more integrated those bits of Office code have been removed.
This put version 3 in the position of having only a com model for add-ins, something that was never well documented though Jim Cheshire has a blog post on creating Expression Web add-ins in Visual Studio using C#. Probably because of this requirement and complexity there are almost no add-ins for version 3. The only one I know of that is integrated into the program are the ones from Expression Extras mentioned in the v1 & 2 thread.
In part because of this ommision and the promise by MS that extensibility would be restored in v4 if you have a retail copy of Expression Web 3 you get a free upgrade to version 4. More about version 4 in a dedicated thread.