First, I will start by saying that the xNTxs that I know and work with on a daily basis are generally the most forthright and honest people. However, I have noticed that they also tend to be the most cunning liars when they choose to do so, and they are almost without flaw.
xNFx- They can be just as convincing as xNTxs, however, generally only if they are doing so to help someone, or if they believe that someone has violated them somehow. Otherwise they are seemingly less adept at this.
xSxJ- Often the less decisive will be fooled, however, they often provide too much information. This usually leads more intuitive people to notice the inconsistencies in the proposed "facts".
xSxP- Most of the xSxPs I know are terrible liars. (Not that that's a bad thing by any means) ESTPs, if unquestioned, can be extremely persuasive. Once you begin to question them they have a very hard time maintaining the facade.
I think that the key to lying in this sense is the ability to think quickly and be able to "paint a believable picture". It's my observation that sensing types tend to be at a disadvantage in this arena.
This is more of an observation on my behalf of those that I encounter on a regular basis, and not entire types' demographic in general. It is very possible an erroneous conclusion, however, it seems to hold true more often than not.
Let me know what you think/have observed, as I am interested to hear it.