If I install the Steam client onto my SSD, can I install games I download on Steam to my HDD?
When you install a game, you can chose where to install it as one of the steps. By default, this is set to
~/Library/Application\ Support/Steam/SteamApps or
C:\Users\%USERNAME%\AppData\Roaming\Steam\SteamApps. You can set a different location, creating a new library in that location (will create a folder called something like SteamApps). From there, you can either then select that Library to install, and you can drag manifest and Application Data from common.