I'm guessing stuff like the chat show scene features both 'real' people and some who are in on it. The host and security would obviously have to be in on it, but there's also some people in the audience who ask him questions who could be actors. Shooting scenes like that and the wrestling 'match' will have been very hard to do. They probably shot them twice, the first time just getting the audience reactions on camera then filming Sacha later, maybe when all the people have gone. You can hardly even see the audience in the close-ups of the wrestling ring so they could do this.
Even though they obviously have to cater for people who never saw Da Ali G Show I still think there were too many moments the likes of which we'd already seen on TV. I thought the film and character felt more like Ali G than Borat, or more like a cross between the two. In some of the interviews you can see him almost slipping into Ali G!
The important thing is that it was FUNNY as hell! I couldn't stop laughing at the sex scenes with his partner at the beginning and showing the execs the teaser for his show.