Does the OP has an audio interface with multiple channels of I/O?
If not, that's the first thing I'd get (so you can leave the outboard connected).
You can then use the outboard gear as inserts on Sonar tracks (including having delay compensation).
If you wish to use the outboard on multiple individual tracks, you can "print" (record) the processed version to another track.
If you have something like a nice Neve EQ, you can also create IRs of various EQ settings... and load those into a convolution plugin (to be able to apply the EQ in realtime across multiple tracks).
If you're familiar with Waves Q-Clone, that's basically what it does...