ORIGINAL: Studio1000
So run everything to Aux buses first and then to only one main bus. Is that correct?
What exactly do you mean by "Aux bus"? Do you just mean "any buss other than the main buss", or do you mean something else?
Sonar doesn't strictly have "Aux busses" the way hardware mixers do. You can have an "Aux send" vs. a "track output", but either can be sent to the same bus. The only difference between master busses and other busses is that the master bus goes to a physical out, while the others don't. All sound in your project should eventually get routed to the Master bus.
To keep your project from getting confusing, you may want to use certain busses specifically as "Aux busses" or "Subgroup busses". The difference would be that sound gets to Aux busses only via Aux sends, while sound gets to Subgroup busses only via track (or bus) outputs.
But really, the answer to your question is the same, whether you are talking about Aux busses or Subgroup busses. That answer is "No, only use busses if they are warranted". Tracks that need no further processing should send their outputs straight to the master buss. If you wish to apply the same effect to multiple sources, or you wish to mix a subgroup into a stem, use a buss.