Honestly especially with the snap-to-scale that Anderton mentioned, I can't think of many easier ways to create a harmony part. Set the right scale, select all notes and drag up or down to your preferred interval. It's still going to sound way better if you just sing/rerecord the harmony part.

Izotope Nectar has an instant harmoniser.

I have an older Antares add on that does vocal harmonies. It will do 2, 3, or 5 part harmonies.  However, I can't say its "great".

Actually singing/performing the harmonies is the most straightforward way. What you want costs way more than Sonar - you shouldn't expect it from Sonar.

I know is stinks but if you spend some time with Melodyne the results will pay back 10 fold. trust me I use it a lot and after a while it gets easier because you learn the tools.
 
What used to take me 20 minutes on a simple verse, now takes 2 minutes (if that).
It takes some investment like any good tool does. Good luck man

Z plane vielklang is another option.

guitz
The Kemper (when I had one) had the most incredible intelligent pitch shift, especially on bent notes, just amazingly high quality...I still want a software plug-in that I don't have to dicker with like with melodyne...just give some software knobs and I'm good to go lol.

You're going to get better results with hardware that can throw all its processing to the task at hand. The Kemper doesn't have to run dozens of tracks, a ton of plug-ins, run automation, scan ports, etc.
 
There are plenty of harmonizing stomp boxes; buy one. Problem solved!
 
 

A straight up pitch shifter is not complex, but often limited. Melodyne is very complex with the pitch shift being one capability. If doing a generic harmonic shift to a guide track, a VST focused on that is simplest. Some allow for midi control of the interval real-time (Nectar 2 is one that does this), but again is a carbon copy from the guide track.

Once you get out of bounds of "pitch shifted carbon copy" is where Melodyne gains ground.

The algorithm hasn't changed much since the first version I have.
I  really think Melodyne could spend some time on the interface.
Every time I use it I recalibrate the GUI side of my brain.
 
Old dialog for finding a folder,
closes when you close the last file,
terrible when working through a batch of files...
 
And inside Sonar it's slow and has issues.
 
Stomp boxes are -20bB.
Most interfaces are either -10 or +4dB.

Skyline_UK
Izotope Nectar has an instant harmoniser.

I use Nectar harmony module often on vocals, I think it sounds/works fine also in auditioning voice and detecting, key and scale quickly especially for someone (like me) who may not know a lot about the theory, but can hear. (also gain, delay and panning harmonies) I may solo voice, bounce to new track and tweak it with Melodyne. 
Ive even used it at times on slower melodic guitar parts with some success.
I dont recall if its included with basic Nectar version included with Sonar.
 
Cheers