There doesn't appear a "nice" way of doing this. There are some instructions below, which seem like a lot of work just to get a list of sites, which are taken from this Google Support Forum Article.
Go to the control panel of one of your CSEs. On the "Basics" page of the control panel, note your "Search engine unique ID" (a.k.a. 'CX value'). The search engine ID consists of a 21-character numeric code followed by a colon and an 11-character suffix.
Go to the "Advanced" page of the control panel. Note the inclusion and exclusion label names mentioned in the text that says: "... Label sites with [...] if you want to include them ...." and "... Label sites with [...] if you want to exclude them ...." (Note: The CSE might have more than one inclusion label name.)
Open a separate browser window or tab. Copy and paste the URL template shown below into your browser's location bar (URL box) and make these substitutions:
In place of "XXXXXXXXXXXXXXXXXXXXX", substitute the 21-character code from the first part of your CSE ID. In place of "YYYYYYYYYYY", substitute the 11-character suffix of your CSE ID. In place of "LABELNAME" substitute one label name.
http://www.google.com/cse/api/XXXXXXXXXXXXXXXXXXXXX/annotations/YYYYYYYYYYY?label=LABELNAME&num=5000&start=0&feed=0&output=tsv
(Use copy-and-paste to make the substitutions. Check the result carefully to make sure that the substitutions are complete and correct, and that no extra characters or blank spaces have been added.)
Visit the resulting URL, and you should receive the TSV-formatted annotations corresponding to the specified label for the specified CSE.
Note: If you encounter problems in Excel when opening the .tsv file: Rename the file, changing the .tsv extension to .txt, and then open in Excel.)