If I use Windows Media Player for a standard video (WMV, MP4, etc.) the sound is horrible.  Then when I go to Sonar or any other audio program, the sound is horrible.  If I usually fix this with a reboot, but using Windows Media Player breaks it again.
 
By "horrible" I mean: an enormous amount of added echo, almost no bass, and some kind of weird phase-shifted sound.

Sounds like some strange routing, maybe looping back through audio interface.
I use media player often before and after Sonar with no issues.
What is your Windows default playback device set as? Are you using the built-in sound card for media player or your interface?

Try disabling your motherboard's integrated audio if you haven't already done so.

This is the common complaint when windows forces another audio driver. And it seems there is not one answer to this as different systems may or may not work for you. It a driver issue. 
 
In my case I have always disabled on board audio and only use my audio interface for all sounds. i've done this for 15 years. But with one interface, an M Audio, it caused a clock rate shift after using WMP or Win Amp. I was recording at 48 and it would force Sonar to 44.1.  My solution was to aviod those players and just use Sonar and Wave Lab. 
But my last 2 interfaces don't seem to have a problem playing anything I throw at it. So it's something in the drivers that can cause problems. 
 
There are some people who use on board sound side by side with ASIO and seem to have it working but this I think is uncommon. 

Not so uncommon but I don't have any reason for putting any Windows audio through my UFX.

I'm content to use my onboard sound connected to computer speakers for any WMP audio etc.

I've always found it best as the onboard sound acts as a decoy and I never have my ASIO driver pushed out by a windows driver of any sort.

If windows could use ASIO or if WASAPI or WDM/KS were better I'd just stick with one, but that's not the case.

I use the on-board sound device for all windows playback with a separate set of speakers.
 
Then I have the rme card exclusive for sonar use.
 
In the past I have disabled the on-board device and just used my "pro" card (delta 66 and 1010, now rme) for the windows sound.
 
The problem I had with that is that even if I disabled all sounds for windows, every time there was an update it would enable the windows sounds and I had to disable them again.
 
At this point I prefer to have both audio interfaces enabled. However, I do disable the audio device associated with the HDMI port on my video card.
 
 

I used to use a Presonus AudioBox 1818 VSL as an audio interface, and would also have it set as my Windows Default Audio Device.  (I set Windows to No Windows Sounds)/
 
Anyways, since I was running the audio interface at 24-bit and 48k in Sonar, I found I also needed to go into the ports in the Windows Manage Audio Device window, and change each audio channel there to use 24-bit and 48k there as well.
 
I finally had enough of that nonsense, and I set the Windows Default Audio Device to use my HDMI TV port, and then my audio applications were all then set to use the Master.  FINALLY, all my audio conflicts went away, and I have been in my happy place ever since.
 
Bob Bone
 

I am one that have always had at least two audio devices active going back to my first serious audio interface. I used an SB live for all Windows sounds and media playback. I used a TDIFF card hooked to a Tascam TM D 1000 digital mixer. I did this because I didn't have the mixer always on as well as having it exclusively for Sonar or Logic. Also Windows would not boot with the mixer on. 
 
I never had a problem doing this. As time past I upgraded the mixer and also got rid of the SB. I used the on board audio for Windows and a USB audio device for Sonar.
 
I have never advised turning off the on board audio but use it for normal day to day use and leaving your pro audio for your DAW.
 
Windows can handle this arrangement with no difficulty what so ever. 
 

If you've installed ASIO4ALL at any stage uninstall it.
Update your RME drivers and firmware to the latest. I recommend you uninstall the drivers and reboot before you install them again. Try this even if you are on the latest driver.

You can try turning off onboard sound in the BIOS for diagnostic purposes as well. A BIOS update and update of the internal drivers may be needed if this comes up with anything. Maybe a chipset driver via intel driver update site.

Thanks, everyone.  Oddly, I have not changed anything (knowingly).  All audio (Sonar and other) comes through my Roland VS-700 I/O, using ASIO.
 
If this is a driver or some such, I wonder why using Windows Media Player would mess things up and rebooting would fix it. Odd.
 
Everything was fine.  PC hadn't been rebooted in a while.  Played a short video clip--nothing new.  Then audio went crazy. I actually freaked out and thought I had a virus or something. (MS Security Essentials didn't find anything and the reboot fixed it.)
 
I can only assume that Windows updated itself in general or Media Player specifically and hosed up those defaults.  Maybe I will uninstall and reinstall Windows Media Player.
 
Sound reasonable?