Novation Launchkey not supported by Sonar

You get a bit simpler setup with Cakewalk keyboards as well as with Nektar Impact. These have special plug-ins, so everything works as expected out of the box. But you can get close to the same result configuring Launchkey, it just will cost you several hours.
 
In case you like experimenting, you can try my own plug-in (see my signature). That will cost you several days to get it right and I can not recommend it for critical tasks (just because it is not sufficiently tested, it does not crash for me so). But you can get unbeatable integration between your board and SONAR this (and only this) way since in this case you decide what any control (or combination) does and how. Instant control (you can modify parameters with normal encoders like you have endless) , mapping curves (like you know from keys, but for sliders and knobs), direct mapping to parameters of any track/FX/synth (no ACT, no selecting with mouse), arbitrary WAI mapping (control let say 5 tracks, 3 buses and main using your 9 sliders) are just several features you can not get other way (at the moment).

Vastman
spent days on forums/websites looking at everything.  Bottom line is everyone had complaints/issues/frustrations with all the others... and while my old maudio keystation pro88 still works, I really wanted to add something light, decent, and Sonar ready... it's the only thing I found...I use it all the time now.  I can only hope they get around to programing their high end stuff soon... although the lx88 is probably next for me.

Note that almost all complaints are about not "plug and play" behavior of other, not natively "SONAR ready" devices. With a bit of patience, everything is working fine. I also was frustrated with my MPK mini in attempts to make it do what I want under ACT MIDI. I took quite long learning road by writing my own plug-in from scratch, but looking backward I understand that I just could spend a bit more time learning what already exists...