You can tell which parts are staged and which aren't. When he's doing stuff like learning to drive it isn't staged, the instructor obviously thinks they're making a film about Borat learning to drive for real. Also when they drive the ice cream van near the White House and the secret service come out you can tell it's real. But obviously they just let it run for a while then when they've got enough footage they own up and say it's a comedy film.
The naked fight is such a classic jaw-dropping moment, one of the craziest scenes in anything ever. But it must have been staged when they run out nude in front of all those people, otherwise Sacha and the other guy would surely have been arrested! I think with the Pamela thing she was obviously in on it but I reckon at least some if not all the other people at the signing weren't.
All of the deleted scenes are great, some are funnier than what made it into the movie. But they just couldn't have included the 'and what is this?' 'that's cheese...' scene because it lasts forever and I don't know why or how the guy kept his patience.