I like my Kurzweil electric piano for its high energy action and immediate crispness. I like the EastWest Steinway for its sonorous tone and natural reverb. Neither sounds right alone. I've cloned a track so I can play my piece on both instruments, slightly panned, and it's a glorious thing. Now how can I make it so that I only have one track of midi data to mess with, but it routes to both instruments, and I can further tweak the pan, volume, etc settings independently? I remember I used this feature in like Cakewalk 7 (that's pre-Sonar), but I haven't used it since and don't remember what it was called.

IIRC you can create a copy of the MIDI track that is linked to the original. And when you make mods to the original the copy is updated.
 
Or maybe I only dreamed that.

As bapu said. Cloning a track and linking the MIDI tracks is the only Sonar way to do this. Any edit on the original track will be reflected in the cloned track.

It's been a long wanted feature request but to date sonar cannot send midis data to multiple instruments. There are some 3rd party MIDI merge programs but I'm not aware of their functions from personal experience.

DDMF make a VST plugin that allows MIDI and audio routing and there is a fully functioning free demo available

http://www.ddmf.eu/product.php?id=3

I'd be interested to get your feedback.

A virtual MIDI cable such as LoopBe1 can route a MIDI track to multiple synths.