My experience is that most people claim to have suffered no trauma from eventually finding out that there is no Santa.
It is also my experience that 100% of the people who claimed they weren't harmed were also irrationalists, in that they not only had no concern for rationality but actively embraced rationality-incompatible worldviews and methods.
Does that mean anything? I don't really know. You likely already know my position of its effects on me.
One bit of advice, though: I think you're really dealing with two questions: Should we tell our child that Santa is real? If not, should we tell our child that Santa isn't real?
If your goal is to encourage inquiry and doubt, never mentioning anything about Santa until you're asked is probably a good way to do so. Then when the kid is exposed to the idea, hopefully they'll be doubtful and seek confirmation.
Related on OB: Lying to Kids The Third Alternative
My wife and I are planning to have kids, so of course we've been going through the usual sorts of debates regarding upbringing. We wondered briefly, will we raise our children as atheists? It's kindof a cruel experiment, as folks tend to use their own experiences to guide raising children, and both of us were raised Catholic. Nonetheless, it was fairly well settled after about 5 minutes of dialogue that atheist was the way to go.
Then we had the related discussion of whether to teach our children about Santa Claus. After hours of debate, we decided we'd both have to think on the question some more. It's still been an open question for years now.
Should we teach kids that Santa Claus exists? This isn't a new question, by any means. But it's now motivated by this thread about rationalist origin stories. Note that many of the posters mark the 'rationalist awakening' as the time they realized God doesn't exist. The shock that everybody, including their parents, were wrong and/or lying to them was enough to motivate them to pursue rationality and truth.
If those same children were never taught about God, Santa Claus, and other falsehoods, would they have become rationalists, or would they have contented themselves with playing better video games? If the child never realized there's no Santa Claus, would we have a reason to say, "You're growing up and I'm proud of you"?