Just a quick one, when I have all my tracks recorded and I want to bounce to track to one single stereo track and the output on each track is going through the master buss, do effects on the master buss effect the mixdown?  I know effects in the bins of each track obviously do but for some reason forgot if the bouced track will be effected by the master buss effects (I'm thinking it is).
Thanks.

Yes, anything on your master buss will be processed.

Just a little tip - it's MUCH quicker & more convenient to do a File > Export of your mix.

All FX in all tracks are processed. 

The exceptions would be if you have bypassed an individual FX or the entire bin in a track. 

In the export window, I generally use the "WHAT YOU HEAR" preset since it reflects exactly what I hear..... for example if I have 5 tracks in the project muted, they are left out of the export.... and I get what I hear. 

I too recommend doing an export rather than a bounce to track mix.....the main reason being that the new bounced mix (if remaining in Sonar) will now be played back through the master AND it will be treated with whatever you have in the master bin AGAIN. You just added a new layer of FX. 

By exporting it OUT of Sonar..... I have a desktop folder simply named EXPORTED FILES..... I can open it with a wave editor music player (NCH's Wavepad) and I hear exactly what got exported. 

Great answers and tips, thanks!