At times I find the terms used interchangeably but I assume that its better to know that there is a difference, albeit minute, between Palak Paneer, Saag Paneer and Sarson Ka Saag.
1) Palak Paneer

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Palak Paneer (Palak = Spinach and Paneer = Indian whole milk ricotta cheese) is a gravy based dish made from pureeing cooked Spinach with minimal spices. Cubed paneer is added towards the end of the cooking. Some versions insist on frying the paneer before adding it to the puree but my personal opinion is that it tastes better without the frying in this dish.

2) Sarson Ka Saag

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Saag refers to any gravy based dish (Origin: Punjab,India) that's made from green leafy vegetables. Sarson (Mustard Leaves) Ka Saag refers to a green side dish made predominantly with Mustard leaves. Since the Mustard leaves are pungent and peppery, its mostly cooked along with little spinach to tone down the bitterness.

3) Saag Paneer

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As defined before, Saag refers to any green gravy. So Paneer cooked in a green leafy gravy makes Saag Paneer. The greens can be varied to include mustard greens, spinach, fenugreek leaves or even something like mint/cilantro.