I have no issues with my midi keyboard controller on one project, but when I go to a different project, I get a delay.  I've toggled back and forth between the two projects and can't find any differences.  In fact, I used the same project template for both projects to start with.  I am new to this, so I'm about to give up and just not put any midi on the problem child.  Any suggestions?

What plugins are you using?  The presence of certain plugins in a project can sometimes cause serious latency.
 

Hit "E" to bypass all your effects, and/or toggle DPC on and off (or just turn it off if it's on), and see what happens.

Kev999 and Craig a re correct, certain types of effects can introduce latency. Limiter with look ahead time, the transient shaper are a few that come to mind.
 
 

Yup - this issue comes up quite frequently.
 
Anderton's notion to hit 'E' is really quick at letting you know if one or more effects are causing your latency issues, and hitting 'E' again will turn the effects back on.
 
So, please try the above and post back, and please also post back with the following info:
 
Audio interface: Sample Rate and ASIO Buffer Size
 
Sonar: Driver Mode, Sample Rate, Total Roundtrip Latency, Record Bit-Depth
 
Thanks, 
 
Bob Bone