I get the exact same thing (with the "record scratch" noise and all) when my projects start getting larger/more complex.
The way I minimize it is by flattening any completed "comps", dragging the clip into a new track and archiving the original track with all the takes (thus removing all those takes from the resource load).
Sonar is expecting you to be muting/soloing/fastcomping/etc ALL of the takes/clips in ALL of the tracks in the project so it has to make sure they are all available before it starts playback. By minimizing the amount of clips it needs to get ready for such on the fly editing you free up the program and system to react more quickly to transport commands.
Even if you aren't finished editing a track you can use that method (I label my tracks as Scratch (for writing/practicing into), Trck Fin (for tracking finals into), Edit (for editing my final takes in) and Final (which is the track with only one of two flattened comps for the final mix). I will often recycle the tracks at various stages instead of actually creating new tracks for each of those stages but the end result is the same. Any takes I recorded into/used for editing/comping get archived and the final mix tracks have as few clips (contiguous clips with no splits and all edits like fades preferably done). If I want to go back and create a new comp I access the original takes I just unarchive the original track and yank what I want.
I say all this because I noticed almost IMMEDIATELY with the introduction of the new comping features in X3 that those types of lags got pretty long (they were there before but not as pronounced).
That should help reduce quite a bit of what you are experiencing BUT other things to try/consider are active synths and FX (all of which can obviously contribute to lags and latency... especially anything with "lookahead" properties). For those you can just momentarily freeze the synth (in the synth rack) or FX (on the track) or both OR if you don't like/trust freeze you can just do a temporary bounce of the synth performance/FX to a clip and work around that until you are ready to move on to your final mix (where you'll likely want access to all parameters of such things... but I try to get my synth tweaks done first then focus on the mix FX in the final mix as if I recorded a live mic'd instrument and am stuck with the result).
Another thing to look at are your Read/Write hard disk i/o cache buffers in Preferences. Mucking around with those seems to have an effect on how long it takes for playback to begin depending on the project (of course they can screw up other things too).
And then there are your interface buffer settings which can be tweaked a bit to minimize lags/increase performance/etc.
Disabling "realtime protection/scanning" on your AV software is likely to help to or at least whitelisting anything to do with Sonar/audio files.
Just some crap I've found over the years that seems to affect this behavior. As I said though the MOST helpful seems to be reducing the amount of clips/take lanes being processed at once. It makes an ENORMOUS difference when I widdle down my projects to "one clip per track". So much so sometimes after I edit I start an entirely new project and import the Audio/MIDI clips I have edited in the original project. I generally reserve that for REALLY crazy projects though (like approaching 70+ tracks and many hundreds of clips).
Cheers.