The new AUD.INI file after the first crash looks like this:
 
[Aud]
DataDir=C:\Cakewalk Projects\Audio Data
PictureDir=C:\Cakewalk Projects\Picture Cache
[Wave]
DefaultSampleRate=44100
 
When I start again with the interface connected, it is much longer looks like this:
 
[Aud]
DataDir=C:\Cakewalk Projects\Audio Data
PictureDir=C:\Cakewalk Projects\Picture Cache
[Wave]
DefaultSampleRate=44100
DriverID=0
WaveInID=0
OpenInputFirst=0
...etc.
 
There's a clue there. On the crash, it stops before the line
DriverID=0
So the driver (or the loading thereof) is clearly the issue.
 

scook
I do not start SONAR without the interface turned on.
 
To answer your question, I just shutdown my interface and launched SONAR. SONAR started, issued this dialog

After closing the dialog, SONAR proceeded to start up normally.
 
I have Melodyne Studio 4.0.4.001 installed.

IIRC, that is the dialog I always used to get.
And I also have the same identical Melodyne Studio version installed.
Oh, well.
As I said, not a show stopper. I can live with this.

I think it depends on the driver too. And your configuration. You don't mention your interface but my guess this is a driver issue, not Sonar. Sonar has never crashed for me for lack of an interface. 
 
I have 2 interfaces a Tascam us1641 and a Scarlett 6i6 and 2 computers I'm using.  
 
My main DAW has no on board sound drivers installed. So if my Focusrite interface is off (which is rare) Sonar does not crash, it just gives me that warning that there is no audio device. Actually if I open WMP or Wave Lab I will also get a similar message but no crash. There's just no sound. In the case of Sonar I simply turn on my interface and Sonar will ask if I want to use it, I do not need to re start Sonar. Some apps do need a re start. 
All audio even uTube plays though the Scarlett. The computer has no other choice. 
 
On my Laptop there is the on board audio. I use the Tascam for live recordings to Sonar. I can leave the Tascam behind when traveling and open Sonar without issue. There are no warnings at all. I just have to switch to MME mode to hear sound and carry on with some editing. Sonar shows the Tascam in/outs but they are grayed out. The on Board driver is automatically selected by Sonar without my intervention. But Sonar needs to be told to swicth modes.  
I do notice that even with the Tascam connected, all other apps will use the on board sound card for playback. 
At gigs I'm recording to Sonar in WDM mode and on breaks I play back tunes on Win Amp via the on board output. 
Sonar stays open and ready to record. 
So the computer does have a choice and seems most apps like to use the on board codex by default,,, but if there are no on board audio drivers they seem happy to somehow work with the ASIO drivers of your interface.  
 

On-board sound? Ah! Fantastic! Thank you, Cactus!
 
As part of Craig's Tip of the Week 35, I'd disabled the High Definition Audio Controller.
http://forum.cakewalk.com/Fridays-Tip-of-the-Week-93-Convert-PRV-MIDI-Controllers-to-Track-View-Automation-m3074655-p2.aspx#3105274
 
Disabling the High Definition Audio Controller also hides, and presumably disables, the on-board audio.
 
This results in an error message when I try play a wave with Windows Media Player, and evidently also Sonar.
 
I forgot I'd done this.
 
I have now re-enabled the High Definition Audio Controller and bingo! Sonar isn't crashing and instead displaying the error message in Scook's screenshot. Hooray!
 
Thank you all for your help, everyone!
There is (nearly) always a logical reason. Just takes some patience to find it.

As I recall, Craig's tip was to disable the audio drivers associated with the video card - ie, the HDMI audio drivers. There was some dialog at the time Craig originally brought this up by others suggesting that disabling the onboard audio also had merit, with some dissension by others (as expected). The term "HD audio" is a bit ambiguous, but whether in the tip, or in the precedent threads, Craig was definitely focusing on the HDMI (vid card) audio driver as a potential issue in SONAR.

Brando
... The term "HD audio" is a bit ambiguous...

No need to recall.
Click on the link, look at the screenshot and there it is: "High Definition Audio Controller"

Yes I understand - however, if you read the thread Craig refers to in the Tip's first post youll find that he was originally concerned about issues created by the HDMI audio drivers installed by his vid card. The term can refer ambiguously to both the system audio device and the vid card's audio drivers. In that same thread Noel cautions against disabling the drivers for the system.

Ah, OK. Perhaps I took Craig's tip too literally, hoping for a performance boost.
 
But what this has taught me is it's easy to forget one has configured some settings and then, months later, one ends up wondering what the heck's going on.

Your solution is sort of contrary to what I was to understand. 
As I stated in my post, on my main DAW I did not even install the audio driver, but the HDMI audio driver was part of the Video driver pack so that I had to disable.  
But as stated , every system might be different.