Realise it's probably a small set of users that would ever need the Play List Set functionality, but it does seem to be a somewhat neglected feature.
 
Whilst doing some digging on how to use Sonar in a performance environment, I came across 'Midi Automator' which seems to be just what I'm looking for. A modern, easy to read, easy to re-order set list that can be controlled via MIDI commands. (No need to have a PC keyboard or Mouse nearby just to advance the current song!)
 
It was built with Ableton Live in mind, but works just fine launching Sonar projects instead..
 
https://www.youtube.com/watch?v=WXtTIFfbO00
 
Apologies if it's been mentioned before, just thought I'd put it out there if it's of use to anyone - and no, I have no affiliation whatsoever with the app :-) 
 
Cheers!
 
 
 

Hey Mattyboy. 
Looks interesting!
 
I too can't understand why the playlist is so often overlooked. It is a great feature.
 
FWIW I use a program called Bome Midi Translator in combination with an X-tempo POK foot controller to automate playlist control in Sonar. I can control not only the playlist, but scene selection on my digital mixer, playback of additional software like Traktor DJ and even lighting cues without ever touching the keyboard. I also have windows magnifier docked at the bottom of a second monitor to get a huge readout of the currently selected song or production cue so  that I can see it from the middle of a decent sized stage. Works brilliantly:)