I've battled with this in every version of Sonar I've had and still haven't solved it. Sometimes I decide one of my songs is a bit too fast or too slow - MIDI only, no audio. I change the tempo, but the tempo only changes for a couple bars before it reverts back to the original tempo. I've looked up "Tempo" in the index of every Sonar manual and help file I can find and they only contain info on changing tempos during a song, not changing the tempo for the whole song. How do I do that?  I've been going to the tempo view and changing it in sections.

Go to View > Tempo map and you'll see all the tempo  events there.
 
Delete the ones you don't want

What you describe is due to having copied sections in the project. When you copy-paste MIDI clips, each pasted copy section includes a tempo command, and each tempo change thus affects only that section. When the next section starts, it follows the tempo command of it's own.
 
I've forgotten to try, if selecting all (ctrl+A) before doing the tempo change would help. Also, my intention has been to test if bouncing to clips would delete the unnecessary tempo commands.

If you need only 1 consistent tempo throughout, you can highlight all but the first tempo in the tempo list and delete. Now click the one remaining tempo and type in your desired tempo. IF you have tempo movements mapped out and need ALL tempos adjusted together while maintaining accelerandos and decelerandos, THEN use Process, Fit to time, for faster tempos type in an earlier time for NEW thru, later time for slower tempos. Make sure to click the box 'modify by changing tempo map. You can check to stretch audio too if needed.