I have a project with the audio set to 24 bits, 96K.  When I use File - Export - Audio, and set it to the same stuff, the exported file I get is 32-bit, as reported by Cool Edit or Audacity.  I don't have any other audio editors at the moment, but I need to get 24-bit out of Sonar.  I don't know if I am or not.  I suspect I am not.  

Hi Earl,
Go to Edit /Preferences, and then under the "File" heading click Audio Data and make sure your Render Bit Depth is set to 24.

The audio editors may be lying to you. When I load up a 24-bit file in Adobe Audition and check its properties, it always says it's a 32-bit file. That's because Audition is converting it to a 32-bit file for editing. Further down in the same info box, though, it'll also read "24-bit Packed Int" under "File Format".
 
An alternative to using an editor to check bit depth is to let Windows tell you. In Windows Explorer, hover over the wave file for a second until the little yellow box pops up that says what kind of file it is. It'll present the format as "Bit Rate" rather than sample rate and bit depth, but 96/24 translates to a bit rate of 4608 kb/s.

BitFlipper,
  Thanks.  Looks as though you're right about the editors lying The yellow box doesn't reveal the bit rate, but right-click - Properties does.  Several test exports I did report a bit rate of 2304.  These are mono clips, and that sounds right.  I just got word that the folks to whom we'll submit these track clips said that a test clip we submitted are indeed 96K 24-bit, and read perfectly.   Thanks, BitFlipper.  Earl

Leadfoot,
   I don't have Edit - Preferences (this is Sonar Producer 8.5, if that matters), but in Options - Global - Audio, there is such a setting.  I think it sets the default bit depth when you do the export.  I think the setting you choose in the Export dialog has the final word.  BitFlipper told me about the bit rate property in a Windows folder window, and it reported 2304, which is correct for a mono 96K 24-bit clip.  It turns out that the exported files are indeed 24-bit anyway -- we just got word that the ProTools folks to whom we'll submit these tracks say that a test clip we submitted is indeed 96K 24-bit, and imports perfectly.  The editors were lying.  Earl