In Linux the drives are numbered sda, sdb, etc. However, grub uses relative
drive designations using ordinals. The first drive is hd0 and the second
drive is hd1 (counting from zero). When you write grub initially it will
default to the drive where the distribution is installed, but you can choose
any drive. On page 7 of the Ubuntu installation where it reviews the
installation, just before it actually begins installing, you select the
Advanced button on the bottom. There you can write it to sda or sdb.

Sometimes things foul up and grub may designate the drives wrong, depending
on your boot order and your intentions. You can reverse this by manually
editing grub and changing h1 to hd0 or vice versa. You do this as root and
edit it with the terminal command: sudo gedit. This will open the text
editor, gedit, as root. Then you navigate to /boot/grub/grub.cfg. Look for
the appropriate line and change (hd0,0) or (hd1,0) with the first number is
the relative drive in ordinals and the second number after the comma is the
relative partition in ordinals and change it to the opposite. Note you
should not have to change the partition number as it is probably the same.
Save your changes.

You can also rewrite grub to another drive afterwards, if it wrote to
another drive. See: https://help.ubuntu.com/community/Grub2

Look for the section called Reinstalling GRUB 2.

I have two hard drives sda and sdb. I have grub written to both drives with
more than one OS on each drive. I use the built in boot manager to choose
which drive to boot rather than mess with the BIOS. On my system I press
ESC. On both drives I have grub write to the drive where the distribution is
installed. Some distros foul me up and will write to the opposite drive,
despite my instructions to write to the proper drive. I could have only one
grub on the MBR of the first drive, but that offers me no parachute when a
distro writes to the wrong drive. Having more than one grub allows me to
keep many distros installed and straight in my mind, plus gives me the
protection that I need because I usually have six or seven distros installed
at any one time.

Some OSes do not like to share drives. Mac OS/X needs its own drive for
example and Windows Vista updates and I think Win7 (I don't own either) will
overwrite grub with its own bootloader or so I have read. In these case I
would write grub to the drive not having the difficult OS and use the boot
manager to select the boot device, leaving the first drive to OS/X or Vista.
Then it is none the wiser to your dual boot intentions.

I would also do this if you are installing to a usb drive. Write grub to the
usb device instead of the main drive. This way you can remove usb devices
and not foul up grub's relative boot ordering.

I have made this more complicated than it actually is. Just develop a system
and stick to it.