Actually SONAR has what I think is a better way than locking controls. For example with faders, right-click on the fader and choose Value > Set Snap-To = Current. You can still adjust the fader, but double-clicking on the fader returns it to the "locked" setting.
What I like about this is as the mix develops and I hit what I think are good levels, I set the faders for Snap-To = Current. That way I can always get back to the "locked" settings, while still being able to experiment if I want to make any tweaks.