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.