How to integrate SAGA Python Modules into ArcGIS Desktop?

To get ArcGIS talking to SAGA we build simple toolboxes that create and run .bat files from a temporary location. That runs the SAGA module through the commandline interface. Generally the toolbox will need to convert data formats, resolve projection issues etc before and after running the SAGA function but that is pretty straightforward. The first one is the hurdle but then it's just a case of adapting it as you need to connect to additional SAGA modules. Of course, once you have the toolbox it can be reused in more complex workflows through modelbuilder or in python.

To be honest, it appears as though SAGA depends heavily on other OpenSource projects for the processing functionality (e.g. GRASS, gdal, proj.4, etc.)

It might be much more simple to install QGIS Desktop GIS and then write a QGIS Python Plugin(s) to do what you would like to do. You would likely have programmatic access to much of the functionality available trough SAGA.

On a side note, even though SAGA is licensed under the GPL, I don't think that you would have any legal issues with writing a script that combined ESRI and SAGA code, but there could possibly be issues with publishing the code to ArcScripts.

There are some efforts to run saga modules in arcgis through sextante: http://sextantegis.blogspot.com/2011/08/here-is-another-video-of-sextante-on.html