DonnyTechMaster :
Most people tend to have a little bit of both. They will put their operating system on an SSD and all of their other files (games, documents, etc.) on their HDD.
Some people also go with something called a hybrid drive which is basically a mechanical hard drive with a small amount of SSD storage inside to help move files around faster. A lot of people have had great success with these.
Here's a link to a hybrid drive:
http://www.newegg.com/Product/Product.aspx?Item=N82E16822178340
The best HDDs are 7500 rpm, but they are very power hungry. since most people buy laptops to hard drives, most companies tend to make the cheaper 5400rpm hard drives that use less power, they just ad a small ssd component to it to make it perform almost as good as a 7500rpm drive, and call them "Hybrid Drives"
SSDs are microchip based storage, it results in faster read/write speeds, but they cost twice or more as much as a great HDD.
If you want good performance, and storage capacity for less, buy a 7500rpm HDD, if you dont care how much money you spend, buy a good SSD.
If you are setting up a NEW computer, you can choose to store your OS on the SSD as well as large programs/demanding games and keep everything else on the HDD.
(You cant really set up an existing PC to use SSD for OS and HDD for games/other without reinstalling drivers, and operating system)