For example, if I launched that tic-tac-toe demo to the mainnet, where is its Multi-Index table data stored? Does RAM always caches the current state of the table?

The Multi-Index struct content is exactly what is saved on ram and for all the smart contracts. At a moment all BP will have in memory every single struct for every single smart contract posted on the network. The smart contract code itself is stored on run as well. Knowing this your application should be wise in erase the content not needed for processing.

If so, in another scenario, if I'm developing a blogging dapp and for sure I don't want blog content go to RAM. What am I supposed to do?

You should never store the blog content (text, images, videos,...) in the multi-index table. The ram cost would be very very high. The recommended solution is store this content in a distributed file system like IPFS. EOS is scheduled to support it natively by the and of this year.

For example, if I launched that tic-tac-toe demo to the mainnet, where is its Multi-Index table data stored? Does RAM always caches the current state of the table?

The Multi-Index struct content is exactly what is saved on ram and for all the smart contracts. At a moment all BPs will have in memory, every single table for every single smart contract posted on the network. The smart contract code itself is stored on run as well. Knowing this your application should be wise in memory management and erase the content not needed for processing.

If so, in another scenario, if I'm developing a blogging dapp and for sure I don't want blog content go to RAM. What am I supposed to do?

You should never store the blog content (text, images, videos,...) in the multi-index table. The ram cost would be very very high. The recommended solution is store this content in a distributed file system like IPFS. EOS is scheduled to support it natively by the and of this year.