I run Windows sounds through my onboard Realtek (set to default) and only use my interface for programs I allow. Disadvantage is this requires two speaker sets, but works well.
ASIO drivers are only as good as the programmer who wrote them. Not all will allow multiple programs to access the driver at the same time; and if they do, they need to be at the same sample rate/bit depth. That is another thing to check that Windows sound card settings match what SONAR has them "locked to." If they do not match, multiple programs will have issues accessing them at the same time. If they do match, the ASIO drivers may be limiting you, so WDM mode would be worth trying.
WDM mode is not "bad," per se, and if written properly should not be an issue with playback scenarios (due to potentially higher latency).