Open Sapien with any scenario. It doesn't matter which.
Highlight the Game Window and press the tilde '~' key to bring up the console in Sapien.
Type in "script_doc" into the console without quotes and hit enter. Then close Sapien.
In your Halo CE folder, you should see a text file called "hs_doc.txt". This is a list of all the commands that are most frequently used, along with their syntax and a small description of how to use them.
Or, you can download this same list as a .pdf file from here:
http://hce.halomaps.org/index.cfm?fid=1738However, there are some commands that this list does not have. If you want a truly full list, then you have to do what chrisk123999 said above.
But, just hitting Tab fills up your screen with only the last commands in alphabetical order that fit on the screen.
To narrow it down, type in 'a' into the console and then hit Tab to bring up all commands starting with 'a'. From that point, you can type in other letters to narrow it down some more.
Then, when you see a command that you want to use, type "help [command name]" into the console without quotes. If you're in Halo, then it will only bring up the command's arguments, which sometimes isn't enough to understand the command.
But, you can do the same Tab and "help" thing in Sapien's console. Sapien gives the full small description of the commands with "help", which you then can use in Halo's console. Just know ahead of time that there are many commands that only work in Sapien and not in Halo, such as most of the "debug_" commands. In addition, Sapien has some commands that Halo doesn't.