This is a small one, but to my knowledge, the only way to tap in a tempo in Sonar is to go to the Project menu, insert a tempo change, and use the Tap Tempo button on that dialog box.  It seems like a no-brainer to just have a big tap tempo button somewhere in the control bar, maybe near the time display.  Again, simple but would be ever so helpful!

I go looking for one now and then too, but not very often. It's one of those things you want when you want it but never think about it when you don't.