I was somewhere between 7 and 9 when I figured it out. My parents stuck with the Santa story for at least 2 years after I told them I knew... which annoyed the heck out of me.

Even now, my mom tends to write "From Santa" on at least one of my gifts every year.
I had crushed a classmate's belief in leprechauns in 1st grade ("I don't know who left them in your room, but those are just Canadian dollars...") and felt TERRIBLE so I knew better when I figured out the truth about Santa -- I didn't mention it to anyone! (I did slip up again later, in 6th grade, when I explained how babies were made and made two girls cry.)