Sony's CD Architect is specifically designed for audio CDs and is very popular, but in truth almost any CD-burning software is capable of creating a Red Book disk. You may even already have something suitable that came bundled with your computer. If you already have Pyro, it'll do the job. If not, just run down to your local office supply store and see what's on sale.
I like CDA but I've also used Nero, which costs less and has the added benefit of being a general-purpose program that also does data CDs and DVDs. It'll even make DVD slide shows of your wedding photos with your own music behind them.
As Dan said, the first step is exporting your SONAR projects to 16-bit wave files. You can then simply select the waves from within your CD-burning software, enter their titles and burn. Unless otherwise specified, the software will automatically insert 2-second gaps between songs.
For myself, I insert an extra step between exporting and burning. I prefer to export 32-bit wave files at their original sample rate, and then import them into a separate SONAR project for assembling into an album.
My song files will have already been volume-maximized in their original projects, so all I need in the mastering project are just two effects: a high-pass filter for removing subsonics, and a brickwall limiter for safety. After sequencing the songs I export the whole shebang as one monster 16-bit wave file to be burned onto the CD.
The advantage of adding this intermediate step is that you can preview each transition in context and possibly re-sequence them based on compatible keys or tempos. Simple volume automation can be used to balance levels from song to song. Most important, you can creatively adjust the gaps between songs. For example:
- start the next song on what would have been the downbeat of the previous song
- insert longer gaps between extreme transitions, e.g. rocker to a ballad
- eliminate the gap altogether and crossfade songs
The downside is it's a bit more of a hassle to burn the CD because you have to manually insert indexes, but that's not a big deal.