[Scott]

I think that since Sauron was disembodied, much of his potency and ways of knowing and seeing things was very limited. Since he was hard pressed to roam middle earth freely, and his servants have never really proven him to be too bright, I doubt that he would have known for sure the true nature of the Istari.

Then again, it is also very plausible that, when Saruman lokked into the palantir, his soul and mind were bared to Sauron at least in some part (and yes, I do know that it is a battle of wills and being a maiar Saruman would have had a strong one). But I'm certain that through the palantir Sauron would have had at the least a little bit of an inkling about the Istari's true nature.