You need to use a "virtual Master buss" where you put route ALL your tracks and then route that to the actual master.  Feedback loop is exactly what you would get and Sonar forces that prevention.  I actually have a 3rd buss that I have a heavy compressor running and send the Vmaster to that and blend in a little parallel comp of the whole mix and send the Vmast and the Comp Mast to the REAL Master.   Where you put your master buss effects (compression, EQ etc) would depend on what you do.   I personally would never add reverb to the whole mix util you master it (if then even).  Therefore, I still have my master bus compression on the REAL master but this configuration allows the flexibility and prevents feedback loops

Again, thanks all. Very useful suggestions.
 
I actually have been able to set up a bus that outputs back to Master when a send comes to it from the master. So a loop is not strictly forbidden. Maybe that's the bug.
 
 

vanceen
Hmm...
 
Say you want a touch of reverb for the overall project, as a bit of "glue". You could insert a reverb into master FX or ProChannel, but usually the result is way too wet, and you have to turn the dry/wet balance on the effect way down to get a sensible result. This makes it hard to control.
 
So what I usually do is set up a bus and put the reverb on the new bus. Then I route the Master signal to the reverb bus through a Send, and route it back to the Master. Then I can control the amount of reverb with the fader on the reverb bus. Much easier to handle.

Here's my trick for this kind of thing, although I generally don't use it for reverb but for more nefarious purposes.
 

• Bounce down my tracks to two tracks. That's the final mix. 
• Bounce down again to two more tracks. Typically, I'll squash the living crap out of it and boost the bass and treble. Then I mix this at like -20 dB or so behind the "real" mix. Adds an interesting subliminal effect.
• These both go out the master if I need that, otherwise I just bounce them together for the final stereo mix.

 
Instead of squashing and boosting, you could create a reverb track with reverb sound only and adjust the volume as desired. Better yet, if you want a reverb splash after a snare hit or something, you could raise the level of the reverb track in that spot, automate it so there's more reverb at the beginning as the song builds and less at the end, etc.