How to find how large a download is for a Steam Game?

At the moment, it is not possible to know this before you actually bought it. The download size does also differ greatly from the recommended hard disk space needed, due to all downloads being compressed and how much compression can be applied also differs from game to game. If a game already uses compressed files for their assets, there is not much Steam can do. For example, "The Secret World" is 40.2GB on my HDD and was only 18.5GB in download.

However, the recommended need for hard disk space is a good indicator of the download size. You can often half it. But as I said, it is only an indicator.

The third-party Steam database on steamdb.info tracks the download sizes of packages. Visit an application’s page for any game and go to the “Depots” tab. (E.g. for Ace Combat Assault Horizon it lists a download size of 11.66 GB.)

As it lists all possible downloads, cross-platform releases will have an overview of the download sizes per platform. Even DLC is shown. A good example of this would be the depots page for Binding of Isaac: Rebirth.

This may seem super obvious, but I honestly forgot about it; hence why I'm adding this answer.

If you already own a game, and you're just trying to figure out whether you have the space for it, you can just go to install it and you'll see this pre-installation dialogue window before the download even begins: