Third-party stuff that is installed will remain so, you just have to make sure any paths to it are put into the search path for X3.
Be careful when uninstalling prior versions, because it will ask you if you want to delete a bunch of stuff that will include DLL's and such. I recommend you say 'No to All' when it asks if it is OK to delete any of that sort of thing.
Also, V-Vocal is no longer part of Sonar, so if you remove all of your prior Sonar versions, you will also no longer have access to V-Vocal. It has been replaced in X3 by Melodyne, which I like better than V-Vocal, but older projects that reference V-Vocal will not be happy if it goes away.
V-Vocal is part of the base install of 8.5.3, X1, and X2, so I would suggest you keep one of those versions, just to make sure you can still have access to V-Vocal. In addition, I would keep your most recent prior version of Sonar so that if any project refuses to open in X3, you would still be able to open it using the older version (whichever one you keep around for a while).
I hope any of that makes sense, and further hope it was helpful.
Bob Bone