Yes, but only until I was 5. Then I had doubts, and I tested my theory by sneaking downstairs and seeing my parents filling the stockings.
I told my mother I knew the truth, and her response was 'if you don't believe, you don't get any presents.' As I knew where the presents actually came from, I kept my mouth shut about it after that. I always enjoyed Christmas but I did find the whole Santa element unsettling, because it felt like a giant conspiracy. I wish I'd had the 'now you know the truth you get to help create the fun' conversation instead.
If you asked my mother, she'd say I literally believed until age 11, when she told me the truth so I wouldn't get teased at secondary school. When she 'told' me, I rolled my eyes and said obviously, I've known for years. She had conveniently forgotten the earlier conversation, which was clearly much more significant to me than to her!
I think it's a nice story for young children but it's worrying if taken too far, and the MN obsession with 'magic' and older children believing is weird to me.