Please remember that only 16-bit stereo wav files can be written to a standard audio CD (although you can save mp3s and other formats as data on a CD). That is one reason to dither when you export from Sonar.
I am sure others have their own methods, but when I am finally finished with a song, I export it three times:
1-As a 24-bit wav (no dithering) to save as the master, to send to the mastering engineer, and as a download for those who want high-quality (but large) files.
2-As a 16-bit wav (dithered) to write on a CD for listening purposes in different environments. If a mastering engineer is making the final CD version for me, then I usually compress this one just as a trial version for my own use.
3-An mp3 to send by email or other methods for which a wav is too large.
We had a lively discussion on this forum recently about whether the particular dithering option in Sonar makes a difference a human can hear. We all agreed that dithering in general can make an audible difference (though not always obvious). When it came to the discussion about whether it mattered much whether you use Rectangle, Triangle, Powr-1, Powr-2, or Powr-3, I said no one could tell the difference. Some people agreed and some did not. I normally use Powr-2 but can't really justify that choice.