There are controller interfaces that will control Sonar. These could be a USB controller or a full on digital mixer. Analog mixers generally do not send MIDI or controller info but are less expensive than a digital mixer. If your interface has only 2 inputs an analog mixer can be handy for allowing a lot of stuff to be always plugged in and ready to patch. You can also utilize one for controlling your monitor set up. But analog mixers are not controlers. Some might have USB conectivity but this is normally just a stereo in / out.
A digital mixer goes one step further and can control your DAW too. It can also use the SPDIF or ADAT outputs to bypass your interfaces A/D converters. A lot of digital mixers are fully capable interfaces. The price just keeps going up as the features are added.
I use an old Yamaha 01v for my system. They are super cheap to pick up, Theres an guyy selling 2 for $400 on the Yahoo user group forum.