Plug-in Format

Some misinformation here. SONAR using a DX wrapper is ancient history.. We did use FXpansions wrapper way back because it was the easiest way at the time to get VST support quickly. That was changed about 7 years ago when we rearchitected the code to use a plugin abstraction layer. 
 
There seems to be pretty large misunderstandings of what the the term wrapper is to many users so I'll try and clarify what it is. In essence a wrapper is an adapter that converts from one protocol to another. Similar to getting an adapter to plug a 3 pin US plug into a European outlet. A wrapper doesn't make anything less efficient necessarily. To get more technical, like most other DAW's, SONAR has its own internal "abstration layer" protocol for communicating with plugins that is neither VST nor DX. We rewrote out abstraction layer back in 2003 to allow us to support more general plugin formats. That actually makes it easier for us to add new protocols as they come along, since the entire application doesn't need to change when a new protocol is added, just the lower level implementation. For example the code that inserts a plugin has no idea that the plugin is a VST or a DX plugin. Anything required that is specific to the VST protocol is handled via custom interfaces so there is no loss of custom functionality by using a generic abstraction layer.
 
Adapters are an extremely common technique that all modern software developers use. You can read an overview of it if you are interested here - http://en.wikipedia.org/wiki/Adapter_pattern Adapters are used everywhere in software engineering. For example in SONAR we have one way to communicate with audio drivers and several implementations of the same - ASIO, WDM, MME. It would be pretty foolish and wasteful to implement multiple protocols all over the application each time something new comes along. Pretty much every plugin vendors follows the same technique as well. They have an internal plugin protocol and several implementation of the same for each format, AAX, VST, AU, etc. FWIW some years ago I spoke to one of the Steinberg developers and he was candid enough to say that they have their own abstraction layer on top of VST - so go figure<g>
 
Anyway to answer the OP's question, choosing a format to use is really a choice of how well implemented and tested that format is. In your case I would probably pick VST since its more likely that the vendor has extensively tested that. Also both DX and VST formats will work in both X64 and X86. In VST mode we have a 32 to 64 bit adapter but not for DX. This is why some 32 bit only DX plugins do not work in X64.