Recent versions of SONAR don't seem to damage anything when you uninstall them - only unique files not shared by older versions get removed. But Pre-X1 versions could be troublesome. The last time I uninstalled a version (S6 or 7, I think), I made backups of the Shared folders, and there
were files missing after the uninstall, so I restored them, and everything was fine. Also, registry branches and appdata folders get left behind that you would want to remove if you really want to "clean house".
As for getting versions to be completely independent, it might be possible with some creative file relocation and registry hacking after the fact, and/or by installing each version to a unique partition, but the risk of causing problems with one version or another are not worth the benefit - if there is one. Also, it's possible that a new version updates a shared file with stability or feature improvements or bug fixes that an old version can benefit from. You wouldn't get that benefit with totally independent installations.
Personally, I would just trust that the Bakers know what's best for continuity and stability, and leave everything where it is. The only thing I mess with are plug-in installations when the installer insists on putting things on my system drive or creating new Vstplugins paths. And that can get tricky. Sometimes all you need to do is relocate the VST DLL and re-scan, but there have been situations where I've had to rewrite multiple registry paths to get a plug-in to follow my relocation of its samples, etc.