I've seen similar posts about this and before I put in a feature request, I figure I'd double-check to see if there's already a solution for this. 
 
I often forget to Select All when exporting a project and of course get the error message stating there's no content to export, so unless there's a quicker workaround, it's a matter of selecting all tracks, highlighting a region to export, then selecting what's to be bounced (in most cases it's my main outs).
 
Since most of us probably use a count-in, unless we want a few seconds before the start of the song, it's typically a case of selecting a point just before the first hit then finding a good end point.  Once the song has been arranged, ideally we should be able to have a predefined start/end time to select when exporting various versions for evaluation, etc.  Then when we go to export, it's simply a matter of selecting everything and choosing the pre-defined export range in the export settings.
 
I realize that this could be easily accomplished by creating a marker at our desired start/end points and just selecting that region whenever we're ready to export, thereby creating consistency with every subsequent export of the song, but you'd still have to manually select the desired region every time.
 
Obviously this is far from a deal-breaker and as others have mentioned on here, it really says something about how far Sonar has come when some of us seem to be really reaching for ways to improve the software.  Then again, considering how Cakewalk is taking many customer suggestions to heart in these monthly rollouts, it certainly doesn't hurt to make suggestions on improving efficiency, however small!

I make sure there is a MIDI event just after the end of the reverb tail of the last note. Then CTL-A selects the entire mix. Accurate trimming of the start and end of exported audio is part of my mastering workflow and just takes a few minutes. Works for me anyway.

Yeah, mastering is the place to make final decisions on fades, start/end point, etc.  And Sonar's current export functionality is by no means difficult or time consuming.  I just think it could be a little more efficient than it is now.  Like having to select everything first: I understand that sometimes you may want to export individual tracks/buses which makes the selection requirement important, but if I just want to export the whole mix, if a track is live and not muted, it could be assumed to include it in the mixdown without having to manually select everything.
 
But either way it's still fully functional.  Just seems somewhat redundant to have to select everything AND a time region before each export.  Predefining the song length/export region and recognizing the mute/solo functions would speed up the process a bit.

Argeed that we need to define that mix down and mastering are two different steps. It's best to keep those two processes seperate. 
Therefore I just use " Select None" and export. 
I load the song into a wave editor and top and tail. 
It is also then important to check average RMS and peak levels and deal with that using the tools of a wave editor.  
Judging by the survey, Cakewalk is planning on adding a dedicatd wave editor for us in the future, very excited about that which has been my one and only feature request.