If your running froyo (2.2) some apps have an option to save onto the SD Card. If your not running froyo, you can't natively.

SO Custom roms may have that feature to store all apps on the SD Card. But you will need to flash a new rom for that and check if it even has that feature.

The Galaxy S has quite a lot of space for storing apps, depending whether your using a lagfix or not. how many apps do you have what size apps are you putting on it. I have about 130 apps and still have 70% of memory spare.

 

Download Android tweak from market

 

I suggest using the app called 'MoveApps'. I checked out several apps to allow moving apps to SD and I like this one a lot. It's really slick and very easy to use. It has nice graphics also. All in all it's a great app.
I have version 1.1.2 and I'm VERY happy with it. It does all that I want it to do and does it well. No fuss, no muss.

No I don't work for the company or the dev. I'm just a user trying to provide good feedback to other users.