What export settings do you use? Are you mixing down to wave/wav, maybe a broadcast wave and then mastering? Are you mastering all in one in Sonar. Do tell...
 
Also, what plugs are you using as your go to master bus plugs. Me personally I have been using MD3 in Powercore with the Brickwall limiter. ALso use Ozone a bunch.

Export settings will vary depending on why I'm exporting.
 
For CD burning it will be 44.1KHz, 16bit with Dithering
For Album compilation I use 24bit, 44.1ZHz with no dithering (64 bit engine engaged on both exports)
 
I only ever export as a wav - I need to listen to it before I convert to something like mp3 (rarely these days)
Then if I DO want an mp3, I'll use my bounced wav as the source
 
I master inside Sonar, predominately though several T-Racks singles. In fact my mastering chain is built in on every project - I compose, arrange & mix right into the chain so I know exactly how it will sound.
 
This method is probably frowned upon by many, but it works for me.

There is no need to export broadcast wav files for mastering. Broadcast wav file have a time stamp that is unneeded  for mastering. I do export at 24 bits and 44.1 kH. Now with Platinum I need to reevaluate this template because all the added features in Sonar Platinum. Up sampling for example. 
 
I use a Sonar template I made years ago with a bunch of plugins on the master buss for mastering. It includes Ozone 4,5 and 6. T-Racks and a bunch of other plugins. I also use Pro Channel in it. 
 
These plugins are all off when I load the template and turn each on as needed when I want to access a certain FX for solving a specific problem.

Hi. I do it the way Bristol_Jonesey does it.
If I do any "mastering", it is with a very small "m"(). I use SONAR plugins for the most part. 
All the best.

Are you putting the export setting at master bus or entire mix? What is the difference?

koikane
Are you putting the export setting at master bus or entire mix? What is the difference?

For me, I always use Main Outs.
 
There is a danger by choosing Entire mix and you have more than one pair of outputs routed into your interface (I do for running headphone mixes). for each pair you add, you will get a 6dB increase in level as Sonar will be, quite rightly, treat each pair as part of the Entire Mix
 
Using Main Outs overcomes this

and are you exporting to wave or .wav type "wav/e."

Depends.
 
See post #2

I guess I meant you as "all of you." I see you export as .wav and .mp3. Trying to figure out the difference between wave and .wav?

No difference - just terminology