Turning the FSAA and AF to max within the game's settings (6x/16x respectively) we simply don't see HL2 taking much of a performance hit.  You will see in just a second that this doesn't quite hold true for the OpenGL based Doom3.

Loading up Doom3 and running benches with The Tech Report's Haze and Demo2 demos we begin to see the scaling back in performance we expected but didn't get with Half Life2.  I think a lot of this has to do with the optimizations Doom3 has toward NVidia based cards.  This is not a bad thing in my mind at all for obvious reasons.  Better gameplay, regardless of reason, is still better gameplay.  The first run is under the in game's "low quality" setting.