Disable FX in the DAW. Does the latency go away?
 
Do you have a CPU-intensive plugin on the master bus? Try disabling it.

+1 to last post , when I saw the thread title this is always the first recommendation. There are certain plug ins that will cause midi triggering delay, LP 64 for sure. 
Always by pass your effexts befor tracking and overdubs. 

Just curious - are you sure you have the driver mode set in Sonar to be ASIO?
 
And, you don't have ASIO4ALL installed on the computer?
 
With your ASIO Buffer Size set to 128 for the audio interface in ASIO mode, what are the Sonar-reported latency values, as shown in Preferences?
 
Thanks, 
 
Bob Bone
 

afatica
Thanks, I will try this. I did try to reduce the buffer in the Sapphire software but then I got a message from Sonar that the audio engine dropped out, but I will try again or make the change in Sonar itself.
Thanks,
Art

Yes, this is the way it's supposed to work. You can't change buffer size "on the fly". I have a saffire pro40 and my process is 1. stop the audio engine using the toolbar button. 2. use the Saffire app to change the buffer size. 3. restart the audio engine with the toolbar button. 
 
set it to 64 or 128 and you should have no trouble tracking live. I use both Roland V-drums and a MIDI controller all the time with Addictive Drums and Addictive Keys.
 
Make sure that you reset the buffer size to 512 or 1024 when time comes to mix, or you will have trouble if you add a lot of effects and other processing. 
 
Also, while you are testing, open Addictive Drums as standalone and close SONAR.  See if you can play it without latency with the correct ASIO drivers, etc...
 
jeff

I was having some latency issues, so I changed my ASIO device to 128. But then I was getting pops and clicks while just playing VIs, recording and when playing them back. I increased the buffers inside Sonar as was recommended on Cakewalk online, but that didn't stop the popping and clicking. I've gone up to 256 on the ASIO now and it seems to be the best I can do. Minimal if any pops, and latency seems to be ok so far.
 
i7 3930k 6core, 32gb 1600 RAM, 256gb SSD system drive, 2tb 7200rpm audio drive, Windows 7 pro 64bit

Thanks for all your help.  I have tried some of these fixes and I will try others, but I am finding that all of the soft synths have the same latency issue.  While my hard synths like the Motif 6 works perfectly.  Maybe I will just use the sounds I have on my hard synths.
Thanks,
Art

I'm guessing you're direct-monitoring the hardware synths so they are not affected by your audio interface's latency.
 
As suggested already, you'll want to have your ASIO buffer at 128 sample or less and ensure there are no PDC-inducing plugins in the project to get latency down where it's not noticeable.
 
Soft synths are only affected by MIDI input and audio outbound latency, so they will have less latency than an input-monitored hardware synth being driven by live input-echoed MIDI, which will be subject to the full round-trip latency of both systems plus the response delay of the synth. But even that should not be bothersome with 128-sample ASIO buffer unless your interface has a lot of converter/firmware/driver/bus latency on top of the buffer latency.