Totally fine AFAIK as long as they are reputable programs free of malware and whatnot. If they are not running at the same time as Sonar then there should not be a problem.
One thing I would watch out for is if those programs hunt for updates automatically. In which case go into the preferences of those programs and turn such auto update type features completely off. I think you can also disable that type of crap by going into Windows Control Panel and deselecting any startup program crap (which is a good idea on a DAW anyway).
However... be VERY careful when installing new programs that you are totally aware of what is being installed. I mentioned malware and whatever but if you are snagging freeware vid stuff from the internet or whatever even the cleanest free programs may come with anti virus trials or whatever else so just pay attention to the installer and only install the program components you need.
I tried to avoid installing ANYTHING I don't actually intend to use on any of my systems but if you do vid stuff then it make sense to have those programs alongside your audio programs.
I am not a tech, others can help you pin down specifics and offer better advice. Maybe list the programs you intend to install and where you got them so others who own those programs can offer insights on any weird crap.
If you got it from CNET or whatever... don't install. Go directly to the program manufacturer's website if possible because places like CNET (unfortunately) now cram stupid shiz into their installers (CNET used to be cool... ugh).
If it's pro video stuff you paid for these things are likely not an issue but still keep an eye out.
Also create a Windows Restore point and/or a system image before installing new stuff just in case something does creep in. Test programs out on a separate system if you can and scour the internet for reviews on the programs you intend to install (look for reports of malware and whatnot).
Meh... others can be more useful but that's how I roll... with caution, paranoia, etc but not at the expense of doing what I need to.
Cheers.