The UI on the Droid X is the stock Android UI. I also have the Incredible and my room mate has the Droid X. I like his larger screen and hardware buttons, but I like SenseUI too much to trade in.
To answer your other question, there are no roms with Sense cooked in for non HTC devices.
Steam games are always always always ALWAYS downloaded to:
%SteamDirectory%/steamapps/common/ - for non-valve games
%SteamDirectory%/steamapps/your@email.forsteam/ - for valve games
Curious as to why you'd think it would be in "My Documents" ?