most steam game saves are stored in their respective game folders in:
user\my documents\my games
some are stored in folders located in:
user\my documents
program files(x86)\steam\steamapps\common
program files(x86)\steam\steamapps\user
some (rpgmaker games?) are stored in:
user\[hidden]appdata\roaming
I relocated most of my user folders, including user\my documents, to the HDD, and steam is directed to install games to HDD so last time I reinstalled windows (SSD) I only lost my rpgmaker based game saves :S, silly rpgmaker... whose idea was that? Oddly enough, RPG Maker saves games/projects you actually make into the my documents folder... :S