MIDI Latency. 8 months and not solved. No Cakewalk support. WTF.

Just an observation regarding your Alesis & Yamaha controllers.
 
Make sure that both of them have Local turned off. Because you are listing both these controllers & they both exhibit latency issues it leaves me to believe they both need to have "LOCAL ON/OFF" turned off so the devices don't attempt to play the internal sounds first. Roland & 2 Box Drums are the only MIDI devices that I'm aware that actually send the MIDI data out of the external MIDI ports & then the signal continues to trigger the internal LOCAL sounds. Perhaps they are already set to "LOCAL OFF" but it's worth a try. 
 
I got rid of my Alesis Studio Pro 10 kit & bought a 2 Box Drum system due to the latency issues in the Alesis. Even after I set the "LOCAL OFF " I still had latency issues so I sold the kit to someone who was using them to learn & play drums rather that attempting to use them in a recording studio environment. Regardless of how I set the DM10 module up I was unable to get the Alesis drum pads to trigger Toontrack & Steven Slate Drums Virtual Instruments. I tried the USB & the MIDI out connectors but the results were always the same, too much latency. Once I attached the 2 Box Drums it was instant gratification & every Drum VI on my PC plays without a glitch.
 
On another note I see that a couple of Forum members suggested you should make sure you use ASIO drivers & this is really important. You might also let us know if you've added a new hard drive to your system? The Virtual Instruments you might be trying to access will be problematic if they are accessed off of a 5,400 RPM hard drive. You should always use a 7,200 RPM drive if you are streaming your VI's off of the hard drive. Your Sonar software should be installed on your Boot Drive C:\ while your (VI's) virtual instruments should be on a secondary hard drive & Sonar should be recording & playing back tracks off the third 7,200 hard drive. These drives should all be mounted inside the PC case & not connected via USB1 or USB 2 otherwise you will have issues with crackling audio. I suggest that you utilize Esata if you are attempting to connect these hard drives externally. 
 
This brings up a whole new discussion regarding external hard drives & I have had no luck utilizing USB to connect a VI or Recording / Playback hard drive to be used with Sonar. To this day I record live sessions on an Acer Laptop that has 2gb of RAM with Windows XP, but the two external hard drives are 3tb 7,200 drives connected via an Esata connector & I have never had any issues for the last 6 years with audio glitches or latency of any sort. I've even had a drummer on one session that wanted his MIDI data to be recorded as well so we could replace his drums if he wasn't happy with the live audio & it worked flawlessly.
 
Hope some of this sheds a light on what you can expect from Sonar. By the way, although I own a copy of X3 to this day I still record with Sonar 8.53.
 

As to the OP, we a) missing needed information like what drivers you're using, and b) any comments on whether any of the suggestions here worked.
 
FWIW having a half-second of latency is not common in any DAW, but it can happen in any DAW because the issue doesn't really involve the DAW. That's why you may not get a response from support (although as mentioned, support for X3 ended last year anyway).
 
There are certain obvious fixes that have already been mentioned - up-to-date ASIO drivers, PDC button, isolating plug-ins with lookahead, parameters in the controllers themselves, etc. If none of those solve the problem, then it's something unique to your setup. So asking support to fix it is kind of like calling up Chevrolet support and asking why you get a flat tire when you go over a particular section of road; the problem is the road, not the Chevrolet.