Depends on program. Some games might be say 40-80 MB for the main game program & 5-20 MB for the sub-games you load inside the main one. But other games might be closer to CD size because they include extras such as music, etc. or must be run from the CD.

Simpler games might be 2-10 MB in size. I'm not a big game player so my knowledge is limited according to what I've researched for research purposes. lol