I do that but I don't know if it's better. The games will create a small folder in the OS partition (in My Documents) and you won't be able to uninstall them, only to delete them manually but I feel safer this way, I try to keep all that stuff away from my OS partition.
i run my os and fav games from my sdd all other games that i dont play as often are on my second drive. other than load times i dont notice any difference in playing them. load times are due to the fact that my ssd rocks.