chaindata now over 9 gigs on my hard-drive

I'm new to Ethereum, and despite being smart about many things, I'm still baffled by some basic aspects of the Ethereum client.

For starters, every time I start the client, it starts downloading huge amounts of blockchain data. It's now taking up at least 9 gigs on my hard-drive. Is this normal? I'm not a server-farm, just an ordinary user who wants to explore buying Ethereum. How big will this blockchain get, and do I really have to download this much data every time I want to open the client to complete a transaction?

Thank you for any advice.
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