I was the oldest child in my family, so I believed in Santa until I was 8 or 9. I remember finding out the truth one Sunday when my mother sent me to call Dad to dinner. I opened the door to the basement, and there he was in his workshop, putting the finishing touches on the doll beds that my sisters and I had asked Santa to bring. It was quite a significant shock, because I don't remember having any doubts/questions before that ... I also realized at that moment that the Easter bunny and the tooth fairy were also Mom and Dad.
I didn't say anything to my sisters and brother, but someone told my youngest sister when she was in kindergarten and she told my baby brother when he was only 4. Her own children had questions at an fairly early age (my nephew was in a car pool with kids several years older than him). When they asked, she never was completely sure whether they were really wanting "the truth" so she would ask them, "What do you think?" and then respond to their answers. She was sure that my nephew no longer believed Santa was real when he was 7 -- until one evening just before Christmas when he looked at her and said that he heard something on the roof, and "maybe it was reindeer." My niece never would go up to a store Santa, unlike my nephew, but I remember one Christmas Eve when she laid out a large yarn "snare" in front of the fireplace in the hopes of "trapping" Santa.