My problems always seem to come down to audio hardware and drivers. I had pretty upsetting stability problems in Sonar X3 and SPLAT for a while, including freezes, BSODs, audio engine dying, etc, many of which resolved themselves only when I moved on from my Roland interface (Vstudio 700) to an old ESI Juli@. Before I did that, nothing I tried helped at all - not a brand new install onto a pristine HD, nor a new motherboard and power supply, nor any sort of Windows optimizations. I was at the point of almost ditching Sonar and using Reaper full-time (which was a lot more stable, if a lot less fun to use).
Things got better once I reinstalled my old Juli@ (still not perfect, but a marked improvement -- in particular, an end to BSODs and the random system freezes), and I was thrilled about that. I've used other DAWs, but none of them work for me like Sonar does in terms of workflow and all-around comfortableness.
I started running an RME Babyface this past week, and I can't believe the difference in stability. I've been pushing my system hard all this week, and nothing but rock solid performance across the board. It's only a week, I know, so its a pretty small sample size to start drawing any conclusions. However, I don't recall ever going a week without Sonar coughing up at least one hairball, so I think it bodes really well. The benefit of having good hardware with first-class, proven drivers simply cannot be over-stated.