When I went for a visit day, the student I stayed with lived off-campus and said she had no problem meeting other grad students that way. I definitely got the impression that most of them live off-campus. If they live on campus at all, it seems to be only for the first year and after that point they move off. Also, when I checked out a HGS room for a few minutes, it seemed way too dorm-like for me. It's not a good choice for me personally, but I'm sure it could work just fine for someone else as a first year.