Stutter when play starts

Sorry I can't offer any cure/advice; only comfort in the fact that you are not suffering alone - this happens to me also.
Like you, it only happens on the first time after opening a project. After that, its fine.
I live with it - yet another Sonar glitch which has to be endured. *resigned shrug*

My projects generally start from time zero unless they have a partial pick-up measure. The only persistent issue I've encountered is delayed response from hardware synths processing patch changes, and that's pretty easily avoided.
 
ITB stuff is generally not a problem, and when it is, the problem can often be traced to a particular synth/patch. For example, I recently found that AD2 was making a crunchy/distorted sound on playing the first kick at 1:01:000. After a little poking around, I found that disabling its internal EQ module eliminated the noise. Also, the crunch did not render on Fast Bounce, so bouncing just the first kick or freezing the track would also have been an option. This may well be an interoperability issue between AD2 and SONAR that the Bakers can fix from their side, but at least they'll have something more to go on than "SONAR glitches when playback starts".
 
The bottom line is that you can't just shrug your shoulders and conclude it's a Cakewalk/SONAR problem unless there's no 3rd-party content in the project and others are commonly experiencing the same issue on different hardware, or maybe if it works as expected in a previous version of SONAR on the same system; you've got to do some troubleshooting. And if it is a SONAR problem, you shouldn't expect anything to get fixed if you don't formally report it with reproducible steps.
 
For "stuttering" at the start of playback I would tend to suspect audio driver/config problems or maybe video drivers causing DPC spikes as the GUI goes active. I'd start by making sure SONAR isn't set to share drivers with other programs, then checking DPC latency while the stuttering is occurring, and then systematically archiving/disabling tracks and plugins to identify contributing factors.

Like I said, if it works in some earlier version (your sig says X2), and not in Platinum on the same machine with the same settings, you should report it to the Bakers with the file attached. Did you ever rename your AUD.INI file? I seem to remember that was suggested for one of your other postings about Platinum performance issues.