I'm little confused about new feature using a pen. I don't have a pen, never used it before, although I tried simple stylus in PRV, it did not work. So, digital pen is not the same as stylus, right? There are so many of them on the market. Which model is good for Sonar? I'll appreciate any advice on what pen to choose and how to use it in PRV.

There are 4 types.
 
1) capacitive variety.  This is a simple stick with a rubber like tip on it.  It acts just like a touch point and is not treated by the OS as a pen.
 
2) digitizer variety.  These only work on the system they came with.  Usually Wacom or N-Trig. An example is the Surface 3/4/Studio.. types of devices, etc.  Dell's Canvas uses a Wacom so you can draw right on screen.  
 
3) pen+pad devices that look similar to a track pad and come with a pen.  These do not work with the screen, but you draw on the pad.  Wacom and others.  Most don't require a battery nor do they require pairing with bluetooth.
 
4) bluetooth pens treated as touch devices.  These almost always require a battery and need to be paired with the OS.  So, for this category, ask the internet/forums what works with your particular computer/display.  Touch screen is required, and it may depend upon the driver support as to if the data is interpreted correctly as pen or not.  
 
So, likely the easiest aftermarket add is pen+pad style.  For #4 mileage may vary.
UPDATE: basically it seems the industry is moving away from type 4 because  they generally didn't perform well.  Besides the OS isn't seeing that as a native pen but a touch device plus some pressure info.
 
Here's an older article talking about the types.  Of course it mentions iPad so for PC use, definitely do your homework.
https://www.howtogeek.com...d-bluetooth-explained/
 
Keith

I'm not sure but I have tried the Surface Pen with the new version and it works well.  Takes a little bit of practice but lots better than last time I tried it. 

I use a Wacom pen and pad, it's three years old now, so a predecessor to this
http://www.wacom.com/en-us/products/pen-tablets/intuos
 
I don't use it for music, but I do really enjoy using it over a mouse for graphic work. The pad area is about A5, and reltes to the whole screen. When you use a mouse, the mouse pointer is relative to where the mouse where the mouse last was. So if you lift the mouse and place it accross you desk, the pointer on the screen stays in the same place. With a pad, the pad represents the whole screen, So if you pad is the equivalent of 45, but you screen is more like A3, it's scales. The top corners of teh pad are always the corners of the screen, and the middle of the pad is the middle of the screen. You have to learn the hand to eye coordination of looking at the screen and moving your hand (pen) around a different area (pad). When you get it it's well worth it, and graphic work is easier and more precises for it.
 
I think getting a pen and pad just for Sonar, is going to be hard work. I think the learning curve of a pen and pad is better overcome working on graphics. But if you have the hang of it, I can see it can possibly work well with sonar.
 
My music laptop is also touchscreen, but I don't have it enabled. I may have to get a stylus for it, it's been on my mind for a while. I guess there are styluses that respond to pressure sensitivity, as the screen isn't.

Keit, thank you for the explanation. My laptop is 3-year old Dell Inspiron with win 8.1 and touch screen. It looks like number 3 from your list is the only option for me since it's not brand/model specific. It is still uncertain whether it's possible to draw controller curves in PRV with pen and pad (which is why I'm interested in such devices in the first place). I tried simple stylus with rubber tip as a drawing tool but it did not work.
Kamikaze, you are probably right that getting writing device for such simple task is too much effort given that new Transform Tool allows to modify CC curves in various ways.
 

Any pen should be able to draw controller curves in the PRV or even for automation curves using the draw tool.

I've used a series of Wacom tablets/pens for all kinds of things for years. I started originally using one for graphics work, but as they can also replace a mouse I got into the habit of using it for both functions when I've got the tablet plugged in. The basic Bamboo models aren't exactly high-end for graphics work but are fine even for photograph editing unless you need really detailed control over graphics things like shading or a larger area to work on for sketching/drawing.

They work pretty well as a substitute mouse, though I prefer a good touchpad for most non-graphics work because the pens and tablets don't cope quite as well with Windows/Mac gestures and after using the pen non-stop for an hour or so I find I'm getting writer's cramp. Which isn't a criticism of Wacom, I get cramp from any writing implement after a while.

A pen/tablet certainly works with Sonar's PRV, automation envelopes and anything else a mouse can do.

Thanks everyone for suggestions and info. After a trip to Best Buy yesterday I ended up home with Intuos Pen Tablet in my hands
It turned out, the biggest difference between pen and mouse is the cursor position, absolute and relative accordingly. You need some time to adopt your muscular memory.
I also tried the pen instead of midi keyboard in Sibelius for note entering with very good results.
 

Update.

=========

Very strange thing happening. If I have a controller lane, when I insert notes with the pen, at the same time some some controller events are created.
 

 

My tablet's quite a bit older than the current Wacom range, and can be switched to use as a pen or a mouse using buttons on the pad or pen. Sometimes odd things happen if the tablet's in pen mode and the application expects a mouse....

Another possibility might be that something's going on between pen pressure and Windows/Sonar touch sensitivity. All I can say is I've not seen this problem, but that's where I'd start looking for answers. Might also ne worth checking Windows gesture settings in case your hand's brushing or resting on the tablet and sending out a bunch of unintentional commands.