After the rather lukewarm release of Shadows of Undrentide, Bioware have essentially given you a brand new game as Hordes of the Underdark effectively doubles the number of achievable levels as well as giving you yet more prestige classes, spells and feats to flesh out your character with.
Drawing from the HUGE array of material available from DND, the game adds further depth to what is the best multiplayer DND RPG around in my opinion. The story is fairly involving and follows on nicely from Shadows of Undrentide without making it necessary to have played it (although I personally recommend you buy it as well).
The only reason why Hordes of the Underdark doesn't get 5 stars is that there are still some issues remaining after the 1.61 version that are awaiting a patch.