Ok so the DLC will be included with the trilogy but it is different for each platform.
PC: it comes with the set.
360: you get download codes. (maybe, see below)
PS3: details coming soon.
On Xbox 360, Bring Down the Sky and Pinnacle Station are not included with Mass Effect, however they are available as stand-alone downloads through Xbox LIVE. For Mass Effect 2, Cerberus Network will be included and Online Pass will be included for Mass Effect 3.