I was recently educated by a fellow Sonar user who suggested that all my tracks be directed to the Master Bus and not an audio output. I am enlightened but I'm confused as to why this is necessary.
 
Reviewing several of my projects in progress, I ensured a Master Bus was active and began rerouting tracks accordingly. (These were by default routed to "Speakers".) It was a simple process from which I observed this:
 
SOUNDCENTER TRACK: Master selection available
.....(So on/so forth with SI, Roland GrooveSynth, DropZone and SessionDrummer synth tracks)
TTS TRACK: Master selection available only from a simple TTS track (not if output TTS track created)
TTS AUDIO TRACK: Master selection available
 
Very simple. However, even after doing some research, but I'm still unsure as to why this matters.
 
QUESTION:
Why is the Master Bus suggested over outputting to the Track's default "Speakers" selection?
 
Please educate me further. Thanks in advance. :)

I'm sure you will get multiple reasons but here's one: If the audio is clipping, it is safer to have it clip going to your master bus than to clip going straight to your speakers.

The above is one very good reason. The main reason I believe is to have a place to have FX that effects everything going out. A limiter for example. 

Along with the above, that's the last gain staging area, where things can be changed, without disturbing the relationship between the tracks.  I guess kinda what John said.

To sum up what we have all alluded to, it comes down to control.  Once the sound hits the speaker there is no control. At the very least you want a limiter to protect your speakers.  You want meters to make sure you are in compliance with new federal laws regarding loudness. You want analyzers to get an overview of full mix. Going straight to speakers give you nothing but your ears to judge such matters on.

Control is the key word. 
 
I like to have a Master buss and a few sub buses too. I will most likely have one or two aux buses as well. The sub buses are for routing like instruments together to the same buss. Drums all go to the drum buss and it goes to the master buss. This arrangement lets me have total control over level and FX for all my tracks without having to repeat the same FX and settings on similar tracks. So all the guitars go to a guitar buss. All voices go to a Voice buss and so one. All of those buses will all out to the master buss. Nothing goes to the master directly as a track.
 
With this setup you have control and versatility. I think most of us look at outing directly to the main outs as bad form. Something to avoid. Sonar makes it easy to add buses as needed. Therefor use as many as you need.   

plus another place to stick a ProChannel!!

If you don't have a master bus then you have no way of knowing whether the sum of your tracks is clipping. If you just have them routed directly to your interface then you could easily have a situation whereby all of the individual track meters look fine, but the sum is clipping significantly. When you have that master bus meter you have a very clear indication of when the sum is clipping so that you can set your track faders accordingly.

All I know is that when I first started using DAW's (with Pro Tools), my music was distorting really badly and I didn't know why because all of the tracks looked fine, and it wasn't until someone told me to insert a master bus that everything was hunky-dory!

sharke
If you don't have a master bus then you have no way of knowing whether the sum of your tracks is clipping. If you just have them routed directly to your interface then you could easily have a situation whereby all of the individual track meters look fine, but the sum is clipping significantly. When you have that master bus meter you have a very clear indication of when the sum is clipping so that you can set your track faders accordingly.

This.
The master bus gives you a concise image of the all the cumulative activity in the project.
I will always put a spectrum analyzer in the master bus(Voxengo SPAN is my usual choice).  If there is any clipping, you can see exactly what frequencies are causing it, and you should have a fair idea of which tracks/instruments it is coming from. More often than not, a little tweak in EQ or level on particular tracks will allow the whole thing to settle in nicely.
As other above have mentioned, it's about control. It's also about seeing what you are controlling.
The master bus is the final say. If it's good there, it's good.

Well the main outs also show clipping.