UPDATE 2/2:
I passed the station on Friday. I was on a Regional so I didn't get a great look, but the eastbound platform is now definitely in place. I would guess the station is on track for the planned 2013 opening.
As for the other stations, take a look at the Wiki article:
http://en.wikipedia.org/wiki/Shore_Line_East . I wrote about 90% of the article, and it's accurate to the latest information I have. Highlights:
A bond in February 2011 provided $60 million for three projects: platform extensions at Guilford, second platform/bridge at Branford, and electrifying sidings. The last of those is significant - it foretells increased operations and use of M8s (which was officially listed in a 2007 planning document). Report:
http://www.ct.gov/dot/lib/dot/SLE_Servi ... Report.pdf
The second platform at Branford is to start construction in November. Lots of info in the 2009 ROD:
http://www.ct.gov/dot/lib/dot/documents ... le-rod.pdf
Madison is planned to get a second platform and a 3-story, 500-space garage (first on the 1990 system). Bidding starts in 2013. Again, 2009 ROD:
http://www.ct.gov/dot/lib/dot/documents ... le-rod.pdf
I have not yet heard any plans for Clinton.