How did Stannis find out that Renly was conspiring with the Tyrells to have Robert and Margaery wed? Not even the Lannistrs seemed aware.

Well, Cersei was always extremely passive as a conspirator. 

However, we know that Robert was informed about Margaery, and he was always surrounded by Lannister squires, and we know that Varys and Illyrio knew, and we know that Pycelle knew. 

So odds are that Cersei might well have known.