A Question Of Midi Controllers

Roland is the only keyboard + controller with dedicated support for Sonar. The interface is a bit tricky and the documentation is not the best, but at least it exists and works once setup correctly.
 
All other controllers either have Mackie Control imitation (M-Audio, Beringer) while work with moded Sonar plug-in (up to some level) or have no ready to use solution at all. But you can integrate it yourself, to so difficult but takes some time (see my signature, there is one user prepared Impulse preset).
 
The rest is up to your preferences. Primary check how good keys are for you and which controller type you really want. If you use Kontakt, NI keyboards have clear advantage. If you want it more for live playing, normal knobs and standard faders should be sufficient and simpler to deal with. If you want it for mixing/deep plug-ins tuning, endless encoders and touch sensitive motorized faders will work better.

I have a Roland A-300 Pro, and it is a great controller.  Perfect for auditioning or programming soft synths, with the knobs, sliders, and pads.  It only has 32 keys, but that's fine for leads or basslines.  It is very compatible with Sonar, and is built like a tank.  Solid synth action keyboard. 
 
https://www.sweetwater.com/store/detail/A300Pro
 
If you really want to play the keyboard you will want more keys.  I'd say a minimum of 49 keys is necessary, which is 4 octaves.  If you have room in your workspace and the budget, a second larger, simpler, unit would be handy to have.

bayoubill
I have a Roland A-300 Pro, and it is a great controller.  Perfect for auditioning or programming soft synths, with the knobs, sliders, and pads.  It only has 32 keys, but that's fine for leads or basslines.  It is very compatible with Sonar, and is built like a tank.  Solid synth action keyboard.
 
Does it well with Platinum? Will it be compatible next year? It's an older midi controller 

It works with Platinum.  I can't predict next year.  Yes it is old, but so is the MIDI spec, which hasn't changed much in years.
 
If you are looking for compatibility with specific plugins, such as those by Native Instruments, or others, you may want to research the best controller to use with those plugins. Some vendors have mapped tight integration into their products.  The same goes for other DAWs, you might want the best controller for any given DAW.  The Rolands are the most compatible with the Sonar DAW.  As far as I know, there is no universal best controller for every DAW and plugin. 
 
What specifically do you want to accomplish with it?  I find the transport controls useful for the Sonar transport, and I typically just use MIDI learn for any knobs or sliders I want to control on a plugin.  Using ACT mode, you can get a bit more involved and have a separate set of MIDI controls for each plugin in focus.  The ACT mode switches as you click from window to window, providing the mapping for each window independently.  But ACT does have a bit of a learning curve, and there is some setup effort involved.   http://www.cakewalk.com/Documentation?product=SONAR&language=3&help=ExternalDevices.15.html