How do you go about connecting non-USB/Firewire interfaces to your PC, such as an A/D converter with an AES output?  There is something like this for AES:  http://www.sweetwater.com/store/detail/AES16e  This for ADAT+:  http://www.sweetwater.com/store/detail/HDSPeRayDAT 
 
What are some other (cheaper?) options?
 
Thanks,
 
 
p

Non-USB/Firewire leaves Thunderbolt and PCIe -- neither of which are cheap or common (unless you purchase a secondhand PCI sound card, which I wouldn't recommend). 
 
What do you have against Firewire or USB?  Many of us here successfully use one or the other, or both.  In fact, there are a number of very good USB2 interfaces in the budget range (Less than $200).

Okay, after reading your post again, I realized I was somewhat off the mark.  You're not asking about audio interfaces per se, but rather, options for adding digital connectivity (on a budget) to your PC, correct?
 
There's this:
 
http://www.sweetwater.com/store/detail/ADA8200
 
I can't speak from personal experience, but I do know its predecessor the ADA8000 was hugely popular. 

Sorry if I wasn't clear, but that's not what I'm looking for. I am looking to possibly upgrade my A/D conversion and there are several options out there that do not have a USB (preferred) and/or Firewire interface.  Just as an example, one such device is the Burl Audio B2 Bomber ADC.  http://www.sweetwater.com/store/detail/B2BomberADC  So, that would mean the PCIe route for A/D converters like that, no?
 
Just seeing if there were cheaper options to connect such devices to a PC than what I previously listed?  If not, I will likely just rule out any A/D converters that don't have USB.
 
Thanks again,
 
 
p

Many of the real high end converters will connect via Thunderbolt or an internal PCIe card that connects to an external box that houses the connectors and such.

What you're talking about is high grade professional A/D boxes that do nothing more than A/D
 
For a 2 channel unit, AES/EBU would be the standard interface.  It's just a 2 channel digital connection.  Think S/PDIF but with an XLR connector.  There are quite a few USB/firewire interfaces with AES/EBU inputs/outputs on them.
 
If you move up to 8 channels, then the digital output will most likely be ADAT.  That's an optical connection exactly the same as optical S/PDIF, although the two won't work with each other...  There are many USB/firewire interfaces that have ADAT in and out.
 
Beyond that, most pro grade stuff nowadays is networked and doesn't use any interface at all.  Dante or AVB will let you pass digital audio all over your local network to any computer you happen to be using. No interface required in the computer at all.  Checkout the Focurite Rednet series as a great example...  Many other manufacturers available...
Not cheap though.

A PCIe interface or box.  Lynx probably has one of the best, but like RME it is expensive.  Most companies gave up hardware slots for FW and then USB since you can't use (most) slot interfaces on lap tops.
 
You might find an older slot interface - Echo etc. Like USB, however, all slots are not the same, so check first.
 
Your best bet is to get a USB slot card and use that for access.  The TASCAM 7000 is the best bang for buck these days that I know of (I have 2).  A stereo unit (x 4 channels over USB and w/ AES/spidf - hence my 2nd unit) with great preamps and great conversion, esp. for the price.  $400.

What you need to keep in mind is if it does not have solid ASIO drivers it will be a PITA. Therefore the common solution is to run it through a good quality audio interface that has the AES or SPDIF connections. Then Sonar will see it. 
Installing a PCI card would require that card having good ASIO drivers. And then you'd be swapping devices etc. or using WDM mode. 
 
Your audio interface is the heart of a DAW system. Always buy one with the correct connectivity  you need, for now and in the future. 
 
And a small note, I have always used my SPDIF connection to connect my Yamaha 01v mixer. It certainly was quieter and no hassal at all from Sonar's point of view. I have used it with 4 different audio interfaces including a Sound Blaster Audigy PCI. The audio quality will not change, but the drivers do, big time,, so working with crappy drivers like I did with the Audigy and  M Audio fast track pro made me a huge believer in "Drivers that work"! 
 
Bottom line: If your going to purchase a hi end convertor, you will need the audio interface that will accommodate it.