Easy way to increment through soft synth patches/programs

I have never looked for any generic way - I usually use the preset forward/backward arrows of the individually loaded instruments to try out different presets.
 
For example, if I have a synth like Kontakt loaded, and in the Library pane on the left, I have the New York Concert Grand instruments opened, I can load in one of those instruments, say the first one, New York Concert Grand.
 
Now, in the multi-rack pane, that instrument is loaded, and there are two arrows to the right of the name of the instrument, and pressing either arrow will replace the currently loaded instrument with the prior or next one, depending on which arrow you hit.
 
This way, all of your Sonar routing is preserved, and you are just loading a new instrument/sound into that slot of the multi-rack.
 
Other synths I have, like the Korg Legacy Collection M1 (GREAT synth, by the way), have a Preview button you can click on, in the browser, and you can click on any of the sounds in the menu, and it will play a 1 second preview, then a single mouse click on any other will auto-play that previewed sound. etc....  It may allow you to adjust the length of time the sounds are played during the preview, but I would have to load it up top see.
 
So - many synths have some kind of way to load up the prior or next sound for that bank, or instrument, or whatever their structure uses.
 
Sonar may have something like that, but I have just never bothered to look for that, because I just use the techniques I describe above.
 
Does that help you any?
 
Bob Bone
 

This is where NI's NKS system really comes into its own. Unfortunately it needs the VSTi to be NKS compatible.

I can then just scroll through patches from the buttons on my S61 keyboard.

I think Akai has similar features on some of their keyboards.

It all depends on the synth, Some work with the built in keybindings, some work with program change if you have a keyboard that can switch program changes.  If you have a computer keyboard that can assign buttons such as mouse clicks, you can position the cursor over the arrows that moves to the next patch, and then you can push that button instead of mouse clicking, as long as you don't play to hard and move the mouse.  

Unfortunately many VSTs support mouse preset choosing ONLY. Defining some common way to do this (including cascading browsing) could do the trick, but VST does not have it and NKS is proprietary.
10 lines of code (yes, just an interface and yes, it is just a matter of several lines) is required to solve the problem. Not defined yet 

Rapture Pro has MIDI learn for stepping through programs. Some plug-ins do not manage presets relying on the Host for this function. Pretty sure the VST specs do not cover preset management at all.