If your clips are being recorded without clipping just use the "Gain" knob at the top of the track strips to lower levels before they hit your Prochannel and FX Bin/Rack effects.
If your Prochannel or other effects are not being overloaded just turn down the track faders so they don't overload your "busses".
Also as you add effects make sure that they are not adding volume to the track or bus output. Almost ALL effects have an Output control. If you add an effect and it increases you track/bus volum output turn down the effect's Output volume. You can check this by looking at the track or bus meter and turning the effect on and off. Adjust the Effect's output volume until the meter level is even between off and on status.
And make sure you are sending your tracks to busses before they go to the master. So send all your guitars to one buss (or your rhythm guitars to one bus and your lead guitars to another bus) and all your drums tracks to one bus, etc... then all you busses get sent to the Master bus. It's a sub mix and you can control the volume of multiple tracks at once (and add extra effects if you want there too).
The signal chain goes like this in Sonar....
Clips > Gain Fader (which is the top of the track strip) > Prochannel/FX Bin (the order of those two depends on the Pre/Post status you select for the Prochannel) > Track Fader > Any busses you send your tracks to (this could be straight to the Master or as I suggested to sub busses and then out to the Master) > Audio output hardware
You can also put "Sends" in the track strip portion to "tap" the signal and send a part of the signal elsewhere and Sends also have Pre/Post statuses that need to be paid attention to. You can use these for parallel effects like compression or reverb or just simply send a signal somewhere else. The latest version of Sonar now has other send type capabilities but that might be getting too complex.
If your tracks are clipping while you record though BEFORE they get into Sonar that is something that needs to be dealt with outside of the computer... like turning down the Input trim on your interface, mixer or other external devices.
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But the simple answer is... if you do not have anything clipping on your input hardware... just turn down the Gain Knob at the top of your tracks in Sonar.
Cheers.