I've had this problem for a long time (since Sonar X3 I think) when the built-in MIDI arpeggiator sometimes causes Sonar to hang for 20-30 seconds before the project begins to play. It happens at random times but only when the arpeggiator is enabled on at least one track. It doesn't matter whether the track goes to a soft synth or an external MIDI device. Basically Sonar locks up after I press the play button, and then it comes back to life and begins playback after 20-30 seconds. It doesn't happen every time I press play, only sometimes, and more likely in a large project. If I make sure the arpeggiator is turned off on all MIDI tracks, then the bug doesn't appear.
 
I'm using the latest update of Sonar Platinum. Hoping this will get fixed at some point. :)
Shayne

I have a thread below yours about the arpeggiator.  It won't work for me at all, and before the last update (Gloucester) the on/off button wouldn't function unless the focus was on that particular MIDI track.  If you read my thread, you'll notice that this isn't new.  I filed a problem report a few months ago, and I'm still waiting for a fix.  Best of luck to you.