Are the band members really Satanists?

Depends on your definition of Satanist, actually. It's fairly certain none of them are devil-worshippers. While Mr. Manson has been named a Reverend of the Church of Satan by CoS founder and "Black Pope" Dr. Anton LaVey, neither members nor clergy of the CoS worship the Devil or believe in his literal existence.

(Those curious about the Church of Satan and its philosophy are referred to its primary text, Dr. LaVey's _The Satanic Bible_, available in paperback.)