The proof depends on your definitions (for example, if you define [itex]\cos{x}[/itex] as [itex](e^{ix}+e^{-ix})/2[/itex] and [itex]\sin{x}[/itex] as [itex](e^{ix} - e^{-ix})/(2i)[/itex] then it's pretty easy!).
It's also clear if you start from the Taylor series of the three functions about the origin as d_leet suggested.
You can also start from the differential equation for e^x,
[tex]y^\prime = y, y(0)=1.[/tex]
Write
[itex]e^{ix} = f(x) + ig(x),[/itex]
(where f, g are real-valued)
so that [itex]f(0) = 1[/itex] and [itex]g(0) = 0[/itex]
then you must have (by the chain rule)
[tex]ie^{ix} = f^\prime(x) + ig^\prime(x),[/tex]
or, rearranging,
[tex]e^{ix} = \frac{1}{i}f^\prime(x) + g^\prime(x) = g^\prime(x) - if^\prime(x).[/tex]
Since [itex]e^0 = 1[/itex] that means [itex]g^\prime(0) = 1[/itex] and [itex]f^\prime(0) = 0[/itex]. Now differentiate again and you get
[tex]ie^{ix} = g^{\prime \prime}(x) - if^{\prime \prime}(x)[/tex]
or
[tex]e^{ix} = -f^{\prime \prime}(x) - ig^{\prime \prime}(x).[/tex]
Comparing the real and imaginary parts with our original [itex]e^{ix} = f(x) + ig(x)[/itex] you get two differential equations with initial conditions:
[tex]f^{\prime \prime}(x) = -f(x), f^{\prime}(0) = 0, f(0) = 1[/tex]
and
[tex]g^{\prime \prime} (x) = -g(x), g^{\prime}(0) = 1, g(0) = 0.[/tex]
It's easy to check that f(x) = cos(x) and g(x)= sin(x) satisfy these DEs, and by a theorem in the theory of DEs the solutions are unique.