I have an inexpensive Nektar LX61 that has a great built in profile for Sonar.  Transport, faders, pan, and drum mapping works great.  VST control with the stock profile is sketchy - sometimes difficult to switch between instruments in the rack.  The trim pots work well, but I wish they were continuous encoders.  Has a very ingenious method of mapping the drum pads to your drum vstis, very easy to set up.
 
You can switch to other banks in the LX61 and use those for custom profiles with ACT.  Overall very happy with this for use mixing with faders, controlling transport, and playing instruments.  It works well with Sonar out of the box.  However if I was a keyboard player and had high expectations I might be disappointed by the keyboard itself.
 
I think the moral of the story is its better to have a cheap controller that is well integrated than an expensive, high feature one that takes programming and doesn't work all that well. I tried a QCon PRo (MCU knockoff) and it worked well with my other sequencer and not Sonar, however I learned that the MCU way of doing things is kinda obtuse (trying to use the surface to relieably change parameters in VSTs etc is a lost cause), the only thing it brings to the table are motorized faders and while they are cool, they are not necessary.
 
After trying the MCU wasy of doing things, and also delving into touch, I realized that I would do most things with the mouse.  Since I have a keyboard on my desk, it was better to use that as a non-motorized fader controller with acceptance that I would be using the mouse for most things.

Ok thanks Tenfoot, Wally, Karyn and Azslow!
So Azslow you can make TouchDaw.
Did you also try it in usb debug mode (ADB)?

What do you think about Roland A Pro series?

I use vs 100 its great

Ok thanks! I look for info on it...

Mr. Anderton I wonder if you might have some thought on this? I recently purchased a Tascam US 2400 and I am trying to get it to work with Platinum on a Windows 7 64 bit machine. I have been able to get the first bank of faders to work as well as the transport and scene selection I just can't get the 2nd and 3rd bank of faders to work. I found an earlier post of yours regarding ACT and attempted to set it up that way with no success. I am sure that I am overlooking something.

Rodreb,

I just purchased a Tascam US 2400 and am trying to get it set up but am having some issues with getting all of the faders to work. I have the first bank of 8, the transport and scene selection working but I cannot seem to get the 2nd and third bank of faders to work. I have Platinum on a Windows 7 64 bit machine. Any help, thoughts or suggestions would be greatly appreciated.

2nd and the 3d banks require additional modules in the Control Surface Settings. Use Mackie XT for both and configure Input/Outputs corresponding to these banks (chapter 3 in device documentation). Then you need define relative position for these modules (see Mackie Control Sonar plug-in help file).

+1 for PreSonus Faderport.
Agreed, it takes a little to get it up and running, nothing that web searches and forum help can't get you through, But once it's up and running it's a great tool (just my opinion).
 
And yes, you can switch tracks and buss channels directly from the faderport.

By the way, I am in Platinum right now,but have had the fader port through X3e and all was well after proper setup.