I have a Native Instruments S61 and I like it. I don't use it for controlling Sonar apart from the transport controls, but its great for knob twiddling on VSTis. Being able to see the parameter name by the knob is very useful.
 
The big plus for me is the light guide indicating key-switch and keyboard zone locations when using Kontakt and Battery. I really miss this when I use EastWest play, I have made some templates but they do not get assigned dynamically like they do with Kontakt.
 
I wish it had an extra octave though, I supplement it with a AKAI LPK25 mini keyboard for key-switches on some instruments.
 
 

We get on not bad really.

I have a Roland A-800PRO keyboard and it works perfectly with Sonar. I guess I was swayed by the fact that Roland owned Cakewalk back when I bought it, so there was this expectation that it would be a perfect match (regardless of how naive that sounds). Besides, it had the best key action of all the keyboards I tried in the store. 
 
I'm not a keyboard player and in fact get a lot of my musical ideas down by recording guitar and then converting to MIDI with Melodyne. But for messing around with synth sounds, or feeling out basic chord or bass ideas, I find it invaluable to have a good controller. The A-800PRO also has great knobs and sliders on it, and some drum pads as well. I also like its hybrid pitch/modwheel controller. 

The A-800PRO - agree with sharke.
There are some V-700's floating out there it IMHO still works best and could be picked up for a nice price.
 

BassRocket
As I am finally making steps to getting my controller under control lol, I'm finally feeling like I've made a decent choice in purchasing it. Its an Akai MPK261 btw.
Now, a friend recently got a new PC, an audio interface, Sonar Professional and for the controller, choose a (used) Novation Launchkey MK261.
Personally, I'm feeling like he's made a poor choice in the Novation. (Just like i did with my M-Audio Code61).
We can't even get the Novation to send a MIDI signal to Sonar at all. Let alone try and configure it.

We are slowly bringing your MPK 261 to life (for the reference, you already have the functionality close to mentioned A-800, except pads which we will configure as next).
And we can make Launchkey working as well, if it is not physically borken (InControl mode needs special handshake).
It does not have encoders and the worse controls I have ever touched was on Novation Nocturn, but it will work.
Please just be patient.
 
 

I had a Roland PCR-800 that I never really enjoyed using but recently got the Arturia Keylab witch is BLOODY GREAT!!! BUT.... I have to add that I more or less only use their synths these days.

Kurzweil MidiBoard w/3.0 S/W here. It's great and I've had it for about a trillion years. It's got every control you can think of and polyphonic and/or mono after-pressure. I love it.
 
Does it feel like a piano? Nothing feels like a piano that I've seen, but it has a very workable feel to it (wooden keys, weighted with literal lead). I pray it never dies, as it's been out of production for about half a trillion years. 

To try and clarify,
I am VERY pleased with my Akai MPK261!!!  It is now FAR beyond my expectations!
I was just curious as to how many people actually enjoy their controllers.
And just to see what else is out there. What people are using.
 
I apologize if I sounded like I was in a hurry, Azslow!
Shawna
 

Nearly all have 8 of everything - switches, knobs - and esp. sliders.
 
The famous Hammonds had 9 drawbars, darnit. Hasn't anyone noticed?
 

I'm happy with my Akai MPK 25. I'm mostly a one hand player 
I have a M-Audio Keystation 61es, for when I need to use both hands