The answer (as ever) is - it depends.
Now, provided you only have one set of outputs routed out of Sonar it really doesn't matter, you should get exactly the same from using either category.
If however you've got an additional pair routed out - maybe to feed a headphone amp or similar - then you MUST use Man Outs
The reason being that id you use Entire mix with more than one pair routed out, Sonar will - quite rightly - combine all the routed pairs in your Export/Bounce and you'll get a 6dB increase in level for each extra pair routed.
If you use Main Outs you'll only ever get the first pair routed which is exactly what you want