Even now - in my middle age - I get a lovely warm feeling rush through me when I think of how excited I used to get at the thought of Santa Claus coming .. I believed til I was about 10. I remember feeling a bit disappointed when I caught my dad putting the gifts at the bottom of my bed, but I was old enough to deal with it, without it affecting me for life!
I also get a warm feeling inside when I think how utterly excited my kids were at the thought of Santa Claus coming. The joy and excitement they felt will stay with me forever. They 'believed' til maybe 8 or 9 years old. A couple of kids at school tried telling them Santa Claus was not real, but they didn't believe them, they believed me and DH! 
So hopefully, even if the OP's kids tell other children that Santa Claus is not real, most kids will not believe them anyway. Probably feel sorry for them to be honest, that they have been told he doesn't exist!
I remember a couple of Jehovahs Witness families who lived near us when I was a kid, and they didn't celebrate Christmas, didn't believe in Santa Claus, and wouldn't even accept a Christmas card. (Also didn't celebrate birthdays.)
They were, by a country mile, the most miserable and depressed children/teenagers anyone had ever met.
When they reached their early 20s, all 7 kids from both familes (4 girls and 3 boys,) turned to alcohol or drugs, or they fell pregnant out of marriage at 18 or 19.
A strict, deprived-of-any-fun childhood will do that to some!!!