Let's go through the original question, one bit at a time:
Lenovo Thinkpad W520 - Add 128GB or 256GB Vertex 4
It's nice that he was specific enough to list his exact hardware, but it seems that we would unable to offer him any meaningful advice in the general sense of having an SSD. For example, your storage strategy on a 64 GB SSD would be very different from your strategy with a 1 TB SSD. In two years when 2 TB SSDs are common, use cases will be even more different. This suggests that this question will get old and stale over time.
I am going to get an ultra-bay for the current HDD for mass storage and data overflow. I am looking at the best way to setup the OS and applications. Going to run Windows 7, Visual Studio, Sql Server Express, and Expressions among other smaller less intensive apps.
...So this question would only help people who are running roughly the same workload as this person. Sounds very localized.
1) General rule of thumb, what should be on the HDD to save space on the SSD?
This seems kind of a common sense thing to me. For one thing, bytes are bytes -- if you're trying to "save space" on one storage device, move bytes -- any bytes -- from that device to another. Obvious question is obvious.
2) Should the sql db files (three around 4GB each) be on the HDD or SSD?
Again, this seems like an absolute no-brainer. SQL Database files tend to be small and are under very frequent write IOPS. This is the canonical best-case usage scenario of an SSD device, especially in a configuration where you have both mechanical and SSD storage. It's like asking if your new car is best driven on roads or oceans.
3) Are there any file types that will not matter which drive they're on?
Storage devices do not care at all about "file types". They see every file as a sequence of bytes.
Basically, this is a silly, silly question whose answers are trivial, obvious, not very interesting, and even the ones where some useful advice may be possible, are extremely restricted to this guy's particular setup. If you change the program workload or SSD size significantly, the advice could change. The question could be generalized so that a general answer could be developed, but the question as it stands is far too localized.