Importing from an other DAW.

It depends on what you want to import but my method is to export all of the tracks as wav files making sure they all start and end at the same point.  Then when you import the audio will all line up in the project and then you can mix.
 
This way you have to then recreate fx chains and things like that but normally I import in to Sonar to mix and want to start mixing with a clean slate. 

Slugbaby
I normally do what Karhide suggests.  
 
You can also try exporting your project as an OMF file (it retains some of the project-related details) and then open that OMF in Sonar.   It should retain whatever details are relevant for both DAWs.

I've tried the OMF method but found it does not give great results. 

If there is midi tracks involved then first Save the song from Studio one as a Midi file.
Then what I would do is have a copy of the audio folder from studio one on hand. 
Either that or export those from studio one as waves as mentioned above. This is harder to do if the audio is scattered all over the timeline. Best if there is a full track for each part starting at zero. 
Now OPEN the midi file in Sonar which will give you the tempo and what ever midi tracks were used. 
You can then insert the soft synth you will use. 
Now use the browser to drag and drop the audio files to newly created audio tracks in Sonar. 
Some nudging might be needed. 
 
 

Implicit in what everyone is saying is that there is no way to simply move a project from one DAW to another of a different type, and then fiddle with the controls and plugins from the original, which is what everyone would like to do. What you can do is to move audio, and MIDI data. So before you get too deep in the weeds, you need to decide what work you intend to do on the imported stuff. Obviously you will not be able to use plugins or virtual instruments if you do not have them on your machine, and even if you do you will not be able to undo changes these have already made to the audio you are importing. In many cases (maybe most) you are better off getting unprocessed (clean) or minimally processed data if your plan is to use your DAW to finish the mix. Data that has had work done on the dynamics (volume) is much more malleable than data that has had effects like reverb applied for example. Clearly if someone has made a mess of the effects or frequencies of the audio, you are not going to be able to fix that much by importing the over-processed mess into your DAW.

Thank you all.