Big Edit for simplicity: Here's what I am proposing, as briefly as possible:
 
1) Allow notes to be placed manually (or played in) without any clips being automatically generated.
2) Once that is done, let the user decide which notes/events to group together in clips.
 
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Now follows my motivation and details how this can work:
 
Whenever I work on MIDI, Sonar automatically puts notes in existing clips. If a note is not near a clip, it makes a new single-note clip.
 
According to forum member brundlefly,
>> If a note is added within one measure of the nearest clip boundary it will go into that clip, otherwise a new clip is created.
 
Sonar cannot possibly know how the user wants to group notes. It cannot know the difference between verse and chorus. So the user inevitably has to undo what Sonar has done.
 
And not every note/event needs a clip. Notes in an intro will probably NEVER move and don't need a clip. A patch change at bar 21 needs no clip. Allowing clipless notes/events will make the clip view less cluttered and clearer to use.
 
Let the user decide which notes/events to put in clips.
 
One way might be to let the user lasso a selection of notes and to provide a new Rightclick menu function "Group notes in a Clip" (with a corollary "Release notes from Clip").
 
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Specific real-world example: If a verse is followed by a chorus and the chorus has lead-in notes that start inside and overlap the ends of the verse notes (like the song "Blueberry Hill"), unpicking the single automatic clip into a verse clip and chorus clip is quite some work. Just let the user lasso/select the notes manually. Its quicker in the end.
 
And not only that, after intensive editing where I add some notes, move notes around, etc, the clips get bigger. They overlap each other, they reveal notes I'd previously thought I'd cropped away... big mess.
 
Clips should make the user's life easier. They should be made more convenient. Clip membership should be optional.

@Adji and Brundlefly: Often folks suggest what you propose: select everything, bounce to one big clip, then snip the result into little clips.
 
This only works the first time.
 
If you later come back to do editing, adding bits, replay a bar or two, you again end up with Sonar's automated clips.
Selecting everything and bouncing again will destroy previous work.

I agree with this. I;ve looked all over to try and 'turn this feature off' and for people using a large amount of MIDI that we are drawing in manually it can be really frustrating trying to manually fix this. I would much prefer that it was all loaded into one big clip that I can then manually chop up myself if required.

Adji
I would much prefer that it was all loaded into one big clip that I can then manually chop up myself if required.

It wasn't clear to me that this is what the OP wants, but I would support this. One of the very first posts I made to the forum was "why aren't new notes going into the existing clip?"
 
Of course it's pretty easy to combine everything with Bounce to Clips, but having a single clip be the default would be preferable for me.

I would love to have noteless clips so I could use empty MIDI clips as region indicators ...

I primarily want clipless notes.

Bounce-to-Clips purely for the purpose of creating some order is also dangerous. I have accidentally included clips I meticulously created earlier and only noticed my mistake much later.
 

Just a question came to my mind...
If I draw some notes on the PRV how will it should reflect on the MIDI Track in the track view: as a clip or it should remain as individual notes along with clips?
 

I used Propellerhead Reason briefly a few years ago. There, as I recall, it was necessary to create a midi clip first before drawing any notes. And, if you wanted to create notes outside the clip's span, it was necessary to either extend the clip or create another one. I used to find this annoying and definitely prefer the way Sonar works.

Snehankur
Just a question came to my mind...
If I draw some notes on the PRV how will it should reflect on the MIDI Track in the track view: as a clip or it should remain as individual notes along with clips?

You may have found the reason the programmer made the decision. To avoid this brain teaser.
 
But to answer your question:
In Clip mode you see but cannot edit individual notes. This should not change.
So: Unclipped notes also visible, and also not editable. Only clips move.
 
Clip view is a big-picture arranging workflow. Detailed work is another workflow.
To edit the notes, just change the dropdown from Clips view to Notes view, or 
use PRV, as now.
 
Perhaps when a clip overlaps individual notes, they could have their color dimmed
to differentiate them from notes belonging to the overlapping clip.
 
A practical solution would involve selecting between autoclip/manual clip as an
easily accessible option (Menu + hotkey) to keep everybody happy.