Microsoft have implemented one of the features we were requesting in Windows 10:
An easy way to save documents, music, pictures and videos to a secondary Data HDD by default.
They also let you move Apps whether they mean only Metro Apps or other Applications I'm not sure yet. I'll need to test it. Unfortunately theres no option to move the downloads folder, hopefully this will come soon.
Select Start and then select the button at the top to expand the start menu. Select settings.
Change the locations as desired: