I have Sonar Pro installed on my laptop and put together a mix I'm working on recently. All was fine until just yesterday. I get sound from the laptop speakers but nothing to my headphones. I cross checked with my Reaper DAW and the headphones kick in. Do I need to do a reinstall of Sonar? And second, where cane I find the Prolifer that initally configs Sonar. I cannot find that button?

There are a couple of basic things to check...
 
Under Preferences > Driver Settings > 
 
Ensure you have a Playback and Record Timing Master set.
 
In the output bus, ensure that you have it routed to your headphones.

There is no need to re-install SONAR. If there is audio going to the speakers, then SONAR is capable of sending audio. I assume you are using Windows audio drivers since you're running a laptop. Check Control Panel > Sound and see what's up. Maybe the reason why you're getting sound with Reaper is it loads different defaults?

Using ASIO4ALL on Windows 8.1... an HP Pavilion Touchsmart Sleekbook. Every sound goes to my headphones but Cakewalk

Solved. Had to go to ASIO and turn off HP Out. Thanks for the help...

Consider a separate audio interface with real ASIO drivers. I tried to use ASIO4ALL for years on a variety of laptops but eventually gave up and got a little 2x2 interface to take on the road. It's made a world of difference in terms of stability and performance.

Thanks for the feedback. Which brings me to a new question. I would only need the 2x2 mostly for vocals, when I am on the go ( not that I wouldn't plug an instrument if needing to ). I've looked at a few interfaces and their bundles and have narrowed it down to two companies. Which of the two do you think is more efficient and/or versatile: Focusrite or Sonitus? I'm reading/hearing that the latency for the Focusrite Scarlett is superb. And thank you for your opinion in advance.

As a brand, I have been thoroughly impressed with Focusrite. They seem to take immense pride in their hardware and are on top of their game with drivers. My experience with Focusrite has far exceeded expectations.

I cannot speak to the Scarlett specifically and have no experience with Sonitus at all, so my opinion has bias to it.