This is the trouble when you use Sonar (or probably any other DAW) infrequently; you come back with a great idea, but then can't get it down because silly things get in the way.
This time I'm getting double hits from my keyboard.  This is what it looks like in the piano roll:-
 

 
I'm also having trouble quantizing the above.  I seem to get the best results with 1/16 Triplets, please excuse my poor music theory, but does that make sense?

Double notes are likely because your keyboard is connected to your PC by both MIDI DIN and USB, and the input to the MIDI track in SONAR is set to Omni. Set it to specific port and channel, and the problem should go away.
 
As for quantizing, it will help if you share a screenshot that shows the timeline with PRV grid set to Follow Snap Settings, and PRV snap enables at 16ths or something like that to provide a visual reference for us.
 
EDIT: A screenshot of the Event List might even be better because it will show exact tick times of all events.
 

   The thing about the triplets, working off the top of my head, I think I recall that they're not properly labeled or matched right. 
   Like in your example above, assuming those are 1/8 grid lines, you show 1/8 note triplets. But if your snap is set to 1/8 triplets, it actually snaps to 1/4 triplets. You have to set the snap to 1/16 triplets to get 1/8 triplets.
   Is this what you mean?

There are some issues in the Staff View with snap resolution and display of triplets, but there are no issues like that with snap or quantizing in the PRV. My stuff is full of mixed "straight" and triplet notes, and I've never had any issues getting the desired quantizing results in any version of SONAR. I'm guessing the OP's issue is just due to notes being too far off of any grid, whether due to performance errors, MIDI timestamping/recording problems, or just not recording to a click. 

I have 2 keyboards attached - a piano via midi into my audio interface (UA25-EX) and my Roland A300-Pro into the PC via USB, but I'm not playing both at the same time!  There are no other connections, each keyboard has only one connection so I'm still not sure how I'm getting these double notes.
The grid above is either 1/8 or 1/16 and the notes are pre-quantised.
I appreciate your help, thank-you!
 

You might look at turning Local Control off for each keyboard. Otherwise, you can get a 2nd note event triggered.
 
It is usually a function on each keyboard to turn it off/on.
 
Bob Bone

I not two connections from the same keyboard, the only other thing I could think is that you keyboard is sending on two channels, but then there wouldn't likely be more than a 1- or 2-tick difference in start times. Did you go ahead and ensure you've specified only one port and channel as Input?
 
If those gridlines are 16ths, then the four evenly spaced notes would be 64ths. SONAR doesn't offer a 64th as a quantize value, but you can enter 60 (ticks) directly in the resolution field to achieve that.
 
Correction: On second look, I see it's 3 notes per grid step. If the grid is 8ths, they would indeed be 16th triplets.

robert_e_bone
You might look at turning Local Control off for each keyboard. Otherwise, you can get a 2nd note event triggered.
 
It is usually a function on each keyboard to turn it off/on.
 
Bob Bone

Having Local Control ON can cause audible note doubling from the keyboard synth's sound module, but it won't generate two events to be recorded in SONAR.

Anonymungus!
   The thing about the triplets, working off the top of my head, I think I recall that they're not properly labeled or matched right. 
   Like in your example above, assuming those are 1/8 grid lines, you show 1/8 note triplets. But if your snap is set to 1/8 triplets, it actually snaps to 1/4 triplets. You have to set the snap to 1/16 triplets to get 1/8 triplets.
   Is this what you mean?

Yes, I think you have summarised accurately, so I have in fact been using the correct quantisation - that's good news!  The thing that's been making it go haywire is the doubled notes - sometimes you get one either side of the quantisation point, so then you end up with total cobblers.
Still mystified by the double notes but I'm not getting it anymore - I wish I could figure out what I did to fix it. 
Now all I have is all the midi on previous tracks coming through onto the track I'm recording.  I thought if you had the proper track selected and made sure input echo was only on the recording track you'd be alright.  I've recorded 4 tracks OK, now I can't get the 5th to work.  The annoying thing is, I know I've been all through this before.
I would hate setting up one channel per track and I'm sure I haven't had to do this in the past.  On the track the input is set to midi omni from all of the midi channels coming from the UA-25EX and A-Pro (A-Pro Midi In, A-Pro 1 and A-Pro 2).
Thanks for your help.

SGodfrey
Now all I have is all the midi on previous tracks coming through onto the track I'm recording.

 
That can only be due to an external routing issue. As much as some users would like it to be otherwise, SONAR doesn't allow routing MIDI from track to track internally. It sounds like one of your keyboards is connected to the PC via its THRU, or has its OUT configured as a THRU. This might also explain doubled notes, though a MIDI loop would do more than double! That or maybe you installed a virtual MIDI cable app at some point and forgot about it....?
 
You're going have to review your MIDI routing from one end to the other. You might need to strip a copy of the project down and simplify your external MIDI connections to get to the bottom of it. Soft synths that echo MIDI could also be an issue if you have any MIDI track inputs set to Omni - All Inputs.
 
One way or another, this is going to turn out to be a configuration problem.