The relevant post on Marginal Revolution.

Two quotes in particular. One is by Will Wilkinson:

Well, we’re atheists. I don’t intend to proselytize atheism to my kid, because I’m not interested in getting him to believe anything in particular. What I’m interested in is teaching him how to reason in a way that maximizes his chances of hitting on the truth. Now, one of the most interesting truths about the empirical world is that there are all these powerful systems of myth that are kept afloat by a sort of mass conspiracy, and humans seem disposed to pick one from the ambient culture and take it very seriously. But it can be hard to get your head around the way it all works unless you participate in it. Santa is a perfect and relatively harmless way to introduce your child the socio-psychology of a collective delusion about the supernatural. The disillusionment that comes from the exposure to the truth about Santa breeds a general skepticism about similarly ill-founded popular beliefs in physics-defying creatures.

and the other is by Tyler Cowen:

I say why not leave them guessing, hovering in a state of Bayesian Santa doubt? My parents never told me Santa “was real,” but they didn’t tell me he “wasn’t real” either, so I slid rather gracefully into my Santa non-belief. I don’t recall ever feeling disillusioned by a sense of loss and in fact those presents kept on coming. I even had a clearer sense of the appropriate channel for making gift requests, what’s not to like about that?