How large is your SSD and your HDD?
Most games don't really need to be on a SSD, so if your SSD is small, I'd suggest just putting your OS and main programs on there. If you have a very large SSD, however, then you can put your games on it too.
For my setup, I have a lot of games via Steam and there's no way I could fit them on an SSD that also had my OS on it. So I have my OS on my SSD and Steam configured to install my games on my HDD. HDD's are fast enough for your games since they need to load via CPU anyway. If you're playing online games (Dota2, WoW, etc.) then even more reason why an SSD vs HDD for playing them really doesn't matter. The bottleneck won't be the HDD, but instead your CPU, GPU, and internet connection.
So, the recommendation depends on your SSD size. If you have a relatively smaller SSD, keep just your OS on it (you want to keep at least 1/4 of your SSD empty for optimized speed) and install your games and everything else on your HDD. If you have a really large SSD, put your OS and games on it, and your media on your HDD.