I get a very similar thing with my KRK Rokkits via an external soundcard (RME currently, but an SPS-25 before that).  And yes, the interference follows the speaker!  Balanced TRS-XLR connectors or TRS-TRS made no difference, but inserting a ground hum unit (forget which one but it was about 20 quid) completely removed the issue.  I put it down to the active KRK's being sensitive to ground loops, and one speaker in particular.
 
Problem gone with the filter, and it doesn't attenuate the output from the RME, though with the Edirol/Cakewalk interface I lost about 20db.
 
<EDIT> Incidentally I did have the same problem independent of Sonar running (ie games or Windows players/Spotify etc).  The problem also would vary depending on the USB port and USB cable used.  That's worth trying as well.

Had a similar problem with some older Mackie speakers, which would pick up noise from the (LCD) monitor when Sonar had focus. If I opened notepad (which displaced Sonar for screen focus) the problem went away. Eventually determined it was a component degradation in the speaker itself. 

When Sonar is open, it starts the audio engine running which means data gets streamed by USB to the interface. This activity radiates out as EMI, which is probably what you're picking up in the speaker. Try toggling the audio engine while Sonar is open to see if this is the case.
 
In my system, the radiation is so strong that my guitars pick it up, so I currently have no choice but to stand quite some distance from my computer to record. In your case, it might just be something in the speaker acting as an antenna, in which case replacing the speaker might help.

If you've swapped the speakers around without swapping any cables, and the interference follows the speaker, then check the back of the speaker to see if you can tweak any settings. You should also be using balanced cables and obviously avoid ground loops by taking preventative measures.
 
If this does not get anywhere then clear as day, you have a faulty speaker and it needs to be swapped out, or needs maintenance.

What is the make, model and age of your speakers?

I have good news and bad news. Bad news first... The noise seems to be getting worse and I'm hearing it outside SONAR now too - like when I have EZdrummer2 or GTR3 running independently.
 
But the good news is that I can be pretty sure now that the problem is with my speaker. The HS50m's are actually just over 10 years old now and I guess their ability to block out EMI deteriorates with age.
 
In other news, I tried a pair of Behringer Eurolive speakers today. They sounded terrible - but had no interference to be heard!
 
3 options now, it seems: Get some kind of mains hum filter (ie HD400), see if someone can repair the speaker, or get a pair of new speakers. 
 
Thanks very much for all of your suggestions to get me going again. It has been heartening to see how quickly so many of you have come to my aid to get me back to recording music again! Much appreciated 
 
Blessings,
 
Darren

I'd seriously consider upgrading your monitors.
 
If the filtering of one speaker is degrading then you don't know what else is going to fail next.

HS50m's are good speakers. If they are anything like NS10's they should have replaceable parts. I'm wondering if you are able to remove the the speakers/tweeters from the case and swap them around to rule out the issue some more.