No you monitor through the onboard sound card

The Yeti (according to their web site) and some other USB mikes have  headphone outputs.

mudgel
No you monitor through the onboard sound card

So how are both selected in Sonar at the same time?

57Gregy
The Yeti (according to their web site) and some other USB mikes have  headphone outputs.

So you change your selected interface in Sonar, select the mic, do your recording, then select the normal interface again?
 
I'm asking because I know of no way to have multiple interfaces selected at the same time, recording from one while monitoring with the other.

It's done through the recording and playback timing master. I think it works because the microphone driver only presents an input side leaving the output side for use by the onboard audio driver which of course will be WDM or MME.

mudgel
It's done through the recording and playback timing master. I think it works because the microphone driver only presents an input side leaving the output side for use by the onboard audio driver which of course will be WDM or MME.

Bright light flash!  No ASIO ... thanks for typing slowly  :)

I've checked the Blue website, there is a zero latency headphone connector on the mic or USB plug.

It is possible to address 2 different devices by using WDM driver and setting one as the playback and the other as the recording timing master in preferences audio.

There all fixed. Phew.

Thanks for the additional comments and insight guys. 
The Yeti, in particular, does have a headphone jack right on the bottom of the mic and windows recognizes it both as an input and a playback device.  I'm not doing too much that's terribly complicated with it at the moment. I'm basically either recording MIDI tracks from my Alesis, or I'm using the Yeti to do voiceover recordings, which are almost always just one track at a time. 

I looked at the Yeti's specs on their website. What a shame it only works at 16 bit. Especially with a microphone, being able to use 24 bit would be so much better in creating a lower noise floor and wider dynamic range. While 16 bit is the CD standard we know that being able to record in 24 bit makes for greater tolerance in levels needed to get a good mic recording.

It's surprising the number of quality mic manufacturers who are getting into this market. Frankly USB Mics have a pretty poor reputation based on a history of the cheap ones that flooded the market initially and providing very poor performance often not working very well with programs like Sonar. Their reputation is only a little higher than Sound Blaster type onboard sound devices in a PC.