Long story short, I downloaded one of my files from ReverbNation and saw the file was clipping?? 
Surprised, I always have a limiter on my master bus and enable inter-sample protection?
I decided I needed to check for clipping in my mp3 export.
Using the Lame clipdetect option helped but the lame output only flashed on the screen.
To solve the problem of the command window running and exiting when done, I created a batch file with a pause.
This seemed like something others could use so here it is. Sorry if this has ready been mentioned.
I call this batch file from the Sonar Export util instead of calling Lame direct with the options %I %O.
batch file example
========
echo off
c:\bin\lame3.99.5-64\lame %1 %2 -q 2 --clipdetect -b 192 -c --ta kzmaier --ty 2016 --tc Enjoy --tl kz2016 --ti c:\bin\art.gif --verbose
set /p in= Continue?
exit /B 0
=========
This showed I wasn't clipping on export. It must be something ReverbNation is doing.
Now my question is whether to use constant or variable bit rate for encoding? What are your Lame options?
I am also wondering about what the ReplayGain setting in an mp3 file is?
 
Thanks for any input and I didn't mean to call your options lame!

I typically use Hydrogen Audio's recommended encoder settings, and they have worked well for me.
http://wiki.hydrogenaud.io/index.php?title=LAME#Recommended_encoder_settings
 

It's not LAME's fault, it's the MP3 encoding process. Made worse when the online player re-encodes your file for whatever streaming bitrate they're using, usually 128 kb/s or 192 kb/s. 
 
The solution is easy, though. Leave 3 dB of headroom in your master when it's intended for lossy encoding. That won't absolutely guarantee no clipping (you'd need to leave 6 dB for that) but it will greatly mitigate the problem.

kzmaier
 
I am also wondering about what the ReplayGain setting in an mp3 file is?
 

HA also has the ReplayGain specification on their wiki with a section on Clipping prevention.
http://wiki.hydrogenaud.io/index.php?title=ReplayGain_1.0_specification#Clipping_prevention
 

Thanks, good feedback.  I guess I'll go with VBR, limit to -3db,  and let lame set the ReplayGain as it thinks fit.