I've tried both modes with a Line6 UX2. Recording only works with ASIO but playback is ok with either ASIO or WDM/KS.

I know that PinkCigar is just joking.  But just to be sure, don't dump the Octa-Capture.  It's a great device and works quite well with Sonar.
 
That being said, if you are looking to get rid of it, PM me.  I'm looking for a second one so I don't have to keep pulling mine out of my personal studio to use in my mobile studio.

There are also cases where the WDM driver for a device can be set to a much larger buffer size than the ASIO driver. So on an old machine like mine, a huge project that won't play back at the highest setting in ASIO mode will play back fine at a higher buffer setting in WDM mode.

Anderton
FWIW I've tried both ASIO and WDM with several interfaces, and agree that the definitive answer is..."it depends," although I've generally had better results with ASIO. One big difference between the two is that WDM can aggregate interfaces, just like Core Audio on the Mac. ASIO doesn't do that inherently, although there are some exceptions.
 
Windows 10 has improved the audio stack, but it's still not at ASIO performance levels. However the plan is to get there before too terribly long. 

I will be looking forward to that since.........Windows 98.
 

Older M-Audio gear use to run better in WDM.  I may be wrong but at one times ASIO was not an option in earlier versions of Sonar.
 
 I can't run my Terratec EWX 2496 using Vista beta drivers in ASIO.  That was the same with previous versions of Sonar except for Platinum.