What kind of Audio Interface do you have? I would download the latest ASIO drivers for it, if available. Install, reboot. Open SONAR, and change driver settings to ASIO. I hope that will help. Others may know better.
All the best.

Alright, so here’s my issue. Perhaps I can piggyback on the OP's issues and see if we all can learn.
 
I have no discernible latency with audio.  The problem is with  MIDI – esp Soft Synth.  There is a definite lag, and it isn’t just hearing, it’s in the recording itself. 
 
I’ve read and talked to people, but . . .
 
My computer is fine – AMD A10, Quad Core, 3.6 GHz; 16 g RAM, separate video card, Windows 10.  I’ve turned everything off – no wi-fi and so forth.  I have a UR242 Audio Interface (ASIO with up to date drivers), Sonar Platinum (purchased at the end of last month)  
 
I’ve raised and lowered buffers, samples, . . . up and down, in and out, backwards and forward
 
I have an old MIDI keyboard, but a relatively new Yamaha DTX700 e-drum kit.  The keyboard goes through MIDI cables, and the drums USB.  Both have the same issue.
 
It isn’t bad if I have only one or two tracks.  My workaround has been to mix everything down except for the track I’m recording – I then open a new file and a track with the mix – play the instrument, etc. etc.  It works, but it’s a bit of a pain, and it definitely takes some creativity away. (perhaps that is the answer, but . . .)
 
I talked to a nice guy at Steinberg and he recommended that I record in regular MIDI and then process it though the soft synth.  But, that doesn't seem to work all that well -- missing events and such.
 
Surely, I am doing something wrong.
 
If someone has advice, I sure would welcome it. 
 
Thanks in advance.

If it gets worse with more tracks it could be plugins you're using. Certainly types of plugins cause latency just because of the process they use to do their magic. Limiters with look ahead (most "intelligent" ones), transient designers, convolution reverbs and linear phase EQs in particular add a lot of latency.

No idea why the latency would end up in the recording though. Is it possible that this is just a side effect from the audible latency messing with your playing?

I'll do some tests to see.  Certainly, it could very well be messing with my head.
 
Thanks.

I have the Yamaha DX 500 kit and if I try to trigger a drum soft synth I do hear just a tad of latency, I believe its only about 7-9 ms but enough to "feel" off when tracking. So what I do is monitor the drum set brain while tracking and this is super tight. The resulting midi tracks are bang on most times and need very little quantizing. 
I always by pass all effect while tracking, especially midi. 
 
The Yamaha kit midi usb driver must be the reason for the latency, My Roland a 49 does not seem to have this issue and it's usb midi as well. 

Interesting. i have the latest Yamaha driver, but . . . You'd think they would be on top of that, but perhaps not. 
 
If you are listening to the brain as it goes out, how are you monitoring the mix to play along?  Do you mix it back to you?
 
Thanks.

Sheds
 
 If you are listening to the brain as it goes out, how are you monitoring the mix to play along?  Do you mix it back to you?
 
Thanks.

In my case, I have all the audio from my interface and MIDI keyboard routed to a little 8-channel mixer that I monitor from.

I too use a little mixer ,, but I also have done this: with my monitors on and used headphones plugged into the brain.. just adjust how they sit on your head to hear both. 
 
I have also  plugged the brians output into my interface and can monitor like that. But--
 
Yamaha gear has always had the stupidest output system and only have the TRS headphone jack.. Just tonight at a rehersal there was a Yamaha stage piano with this same dumb set up..
Next to useless unless you just happen to have an insert patch cable kicking around. Most people don't. So they end up using a guitar TS cable which actually shorts out one channel and possibley could cause dammage to the piano ( or drum brain) output.  
I have one from my hardware compressor days.. 
It's TRS  y's to two TS jacks. 
So anyhow if you don't have an insert cable try the headphone trick. 
Open cell headphones work best.