I've got the Fundamentals of Nursing textbook, and it says, "The use of a pulse oximeter can provide inormation about the saturation of the client's arterial blood with oxygen (called oxygen saturation or SaO2)." (Harkreader, 2007, p. 129). My Physical Examination and Health Assessment textbook says, "The pulse oximeter is a noninvasive method to assess arterial oxygen saturation (SpO2)." (Jarvis, 2008, p. 169). So, it looks like SaO2 and SpO2 are both measured by the pulse oximeter. So, they must be the same thing.
It appears that when they draw arterial blood gasses they get PaO2 and PaCO2, which are partial pressures, not percentages (see Harkreader p. 903). I realize this comes a little late for this conversation, but maybe it will help folks like me who are just starting out.