I never hit a size limitation so do not know but have recorded very long 24 track live sessions (3 to 4 hours) but this is how I do it now:
 

• First, no matter what, Save often and to different file names as the show proceeds.      
• Keep autosave on with versioning.    
• I also suggest to record it into more than one project to keep the files a little manageable.  
• At the gig, once you've got all your tracks laid out and you are ready to go, save that template to 2 or 3 different files (or filenames).
• This way you can quickly switch to a new project quickly and have 2 or 3 projects at say 45 minutes apiece rather than one 2 to 3 hour session.    Very long sessions can cause issues if your  machine can't handle them.  Sonar will but your machine and interface may have problem keeping up with all the data.   I have done this many times so I have learned the hard way how to handle.  
• Another way to create a template immediately is say during a set break or tuning break:
  • save the current project,
  • highlight all the tracks,
  • tracks -> wipe tracks and
  • IMMEDIATELY save to a new file name giving you a new empty but identical project (settings wise) to continue the show from.  
  • The original project will load files up to where you stopped and the new will continue from that point in the show.  
  • This provides you with the full show comprised of a few shorter projects as well as not putting all you eggs in one basket.  
  • Later you can do whatever you want, combine into one long one again or cut up as needed.

Good ideas there too stxx, I will be performing as well, but I'll find a spot to do it at least once!

I do a similar method to stxx. I pre meditate the session and make a template with all the correct inputs assignments etc. 
I saved around 30 of these as CWP files each with a numerical value ( 01-Name, 02- Name  etc) . 
On the night of the performance I opened and minimized all 30 blank projects. They will line up along the bottom of the screen if you manipulate your window size correctly. You will be able to see the numbers and name. 
Open 01 Name- and start recording. when the song ends try and hit save. Now open 2 and carry on. This only takes about 15 seconds if your good with a mouse. 
If there isn't time between each song, just do the best you can as the show progresses. 
As far as I could tell Sonar lets you open dozens of projects at a time. 
 
Most important for this stuff is a 7200 RPM hard drive that is in good shape, de fragged and less than 50% full. I would think a USB 3.0 external would be up to it, but they never tell you the drive speed of those little buggers. I use a laptop that is optimized for recording, it's only XP 32 bit but the hard drive is newish and 7200 RPM with lots free space. 
 
And one other trick I use is I have a USB footpedal that controls Sonar's  transport. 
 
http://www.gearslutz.com/...ngineering-x-keys.html

I've been recording (approx.) 3-hour live shows, 15-16 tracks using a Win 7 laptop and Sonar (now X3) as a single project without problems.  I just save whenever it's convenient, usually at break time (also nice time to pause the recording - just don't forget to restart with next set).  Project size approx. 11 gb.  Typical track file size per set is about 300k plus or minus depending on set length.
 
Good ideas above about templates & multiple projects for the recording, but you may not find it necessary.  (I also find it easier to work with the entire recording in a single project afterwards.)
 
+1 about UPS; even a tiny power blip will stop the recording (in addition to any other havoc it rains down on your other equipment).

To the OP, SONAR X3 will shift gears automatically for you (to wave-64 format) to accommodate higher file sizes. This is a convenient "behind the scenes" feature (but I am not sure offhand which version this was introduced with).
 
[from the above link]
When Wave-64 Files are created
Wave-64 files are created behind the scenes automatically under the following usage scenarios:

• When the number of samples recorded exceeds the file size limit of a 32-bit RIFF WAV file (approximately 2GB file size).
• When you export, bounce or freeze tracks or clips and the resultant wave size exceeds 2GB.
• When you destructively process audio effects on a SONAR clip whose duration exceeds 2GB.
• When you import audio and choose a wave file that exceeds 2GB in size (this could be a Wave-64 file).
• When you save a CWB file and the size of any chunk in the CWB file exceeds 2GB, the entire CWB is saved in the new Wave-64 format.

I think you have got the 2gb file size limit from the FAT32 hard drive system format

I would therefore just make sure that the hard drives you are recording to are the NTFS system format, to alleviate any of these worries

It is easy to convert your hard drives to this format - Google is your friend here

Good luck

Thanks very useful information, perhaps more pertinent in the future for me.  My laptop is xp  so I can't use X3 on it, hense the 8.5.  I don't know if xp supports NTFS, but I do see that the Fireface UFX usb recording requires FAT32 (using this for safety/redundency)
 
I agree Google can be a friend, but you guys are better :)

I prepare by laying out my gear. Pre-amps... cables... mics etc. Don't forget the usb cable to connect the interface to the laptop.
 
I make sure the latency is up at it's highest. No need to get snaps and crackles using 128 sample buffer if you aren't event listening.
 
Turn off windows update.
 
Don't flip around using screensets. This can cause dropouts under load.
Disable the Virus Scanner in Windows if there is one. Otherwise, when you hit stop the first time, the scanner will try to scan all those gigabytes of files and it'll mess up your ability to start the recording again.
 
Disable network card.
 
If you're using a laptop with a battery, I can't imagine why you need a UPS. You've got a battery in the laptop.
 
Keep it simple. Someone suggested using several different projects etc. I don't usually use different projects. Avoiding unnecessary complexity prevents you from failing to arm all the tracks or failing to record the same number of tracks or some other goof. You want to limit the things to double check.
 
Keep double checking during the show! 
Mistakes I have made include

• Low Cut Filter on a pre-amp by accident
• Failing to hit save after the show and the plug was pulled on my rig by someone eager to go home.
• Running down a condenser mic that wasn't getting phantom power so the input didn't show a signal... I wasn't sure at first if the mic was being used all the time... was it a quiet moment?
• Start the recording early and keep an eye on it.

 
Don't worry about deleting useless or test clips. Just keep everything.
 
 BTW, I wouldn't use Sonar if I were you. I'd use RME's DigiCheck software to make the recording. It's awesome!! RME DigiCheck does not require Fat32. I'm guessing the USB recording mechanism built into the UFX requires it.

gswitz
 
If you're using a laptop with a battery, I can't imagine why you need a UPS. You've got a battery in the laptop.
 

Actually, this is an interesting point.  I use a laptop with a good battery.  When the power fails even momentarily,  the hiccup is enough to stop a Sonar recording, even though the computer has a battery, (at least on my system.) Don't know why this happens; it may be more related to the USB interface losing power.  Anyway, after seeing this happen a couple times, a UPS unit is on my list.

DigiCheck, interesting, I had no idea it was useful for recording. Time to go take a look....