How do I make CMake output into a 'bin' dir?

Use the EXECUTABLE_OUTPUT_PATH CMake variable to set the needed path. For details, refer to the online CMake documentation:

CMake 2.8.8 Documentation

Use set(CMAKE_RUNTIME_OUTPUT_DIRECTORY "/some/full/path/to/bin")

As in Oleg's answer, I believe the correct variable to set is CMAKE_RUNTIME_OUTPUT_DIRECTORY. We use the following in our root CMakeLists.txt:

set(CMAKE_ARCHIVE_OUTPUT_DIRECTORY ${CMAKE_BINARY_DIR}/lib)
set(CMAKE_LIBRARY_OUTPUT_DIRECTORY ${CMAKE_BINARY_DIR}/lib)
set(CMAKE_RUNTIME_OUTPUT_DIRECTORY ${CMAKE_BINARY_DIR}/bin)

You can also specify the output directories on a per-target basis:

set_target_properties( targets...
    PROPERTIES
    ARCHIVE_OUTPUT_DIRECTORY "${CMAKE_BINARY_DIR}/lib"
    LIBRARY_OUTPUT_DIRECTORY "${CMAKE_BINARY_DIR}/lib"
    RUNTIME_OUTPUT_DIRECTORY "${CMAKE_BINARY_DIR}/bin"
)

In both cases you can append _[CONFIG] to the variable/property name to make the output directory apply to a specific configuration (the standard values for configuration are DEBUG, RELEASE, MINSIZEREL and RELWITHDEBINFO).