I've spotted a couple so far- one on a noticeboard early in the game, and one in Alan's office at the start of Episode 2.

I've never actually got around to downloading a QR reader, and even if I did the Wi-Fi reception by my PC is atrocious, so am I missing out on anything worthwhile by not scanning each one as I come across them?

If you can post screen shots, I can use the QR reader on my iPhone and tell you if I get any results if you like.

The one in Alan's office is just a developer's joke, not anything to do with Alan. If there is more, they probably would be similar jokes.

I just started the episode 2 myself. I'll quote it here, since it isn't a spoiler or anything:

"Huh. Turns out this isn't too bad even if you're not sitting on a couch when you play it. Who knew!"

I checked the one on the noticeboard when I started my replay the other day, and it's just a link to the Alan Wake Facebook page.

By the way, did they have these codes in the 360 version too? I haven't played that one since it came out, so I really can't remember.

The QR code in episode 4 lead you to this gif.

http://www.alanwake.com/wp-content/uploads/constipation.gif

Hilarious. Gotta love Sam Lake.