I believe that yes, they were Saints.
It is interesting to read the other comments here, that argue against the case for Romanovs being saints. And I think in historical context, the argument is legitimate; Nicholas the Second was a weak ruler who let unfortunate things happen to some of his citizens. However when looking at Sainthood (martyr-hood, what have you), one takes into account the person's (in this case family's) way of life, whether they believed and followed Christ in their daily lives, whether they were charitable, humble, and kind. I would like to think that for an Imperial family, the last Romanovs were quite unique in their humility. And their clear love of country and people through the good deeds mentioned by others above in this thread, seals the deal, at least for me.
Then again, everyone is entitled to their own opinion; probably I respect Rasputin a good deal more than most as well.