Is there a way to set Sonar X2 to playback 1 measure of the song I am working on before it starts recording? I figured out how to set a measure count down but I would prefer to herea few seconds of the song before I punch in.

You can use punch recording but you do need to set an exit point as well. Select the area in the time ruler and right click to set punch points.

I think I worded my question wrong. In reaper I can set a count down to recording and during that count down measure or 2 of the song a s a whole will play before recording starts. I am not thinking along the lines of punching in and out.

No there is no countdown to record feature as such although I guess you could use the punch facility with an exit point past the intended length. It's always worth putting in a feature request HERE

I needed to do the same sort of thing as well.

I would suggest mixing down the entire song to two tracks, then re-importing it into a new stereo track. Then use Gain, Volume, or Mute automation to silence it where you need to. Even after watching Karl's awesome Complete Sonar X2 video tutorials, I unfortunately found this easier than punching in and out, especially when it came to Lanes, which I won't get worked up about today. 

Replying into an old thread, but here goes anyway:
In case someone is still wondering about the lack of pre-roll in Sonar, it's really not needed. If you don't want to bother with loop recording or punch-in/punch-out, you can just start your recording at the point you want to start the playback and then slip-edit your take. With the Smart tool it's just one click-and-drag. Simple and easy.


And of course, if you are recording multiple takes, just set up the punch-in and punch-out points (one click-and-drag plus one click, or one drag to move the punch-frame if you already have it on) and your loop points (the same amount of clicks/drags). It really is the easiest solution.

Just start the project at the timeline you want and then set your record punch points to where you want to start recording. You can hear as much as you want and record where ever you want.

Another unorthodox way is to record on another track, but what i said above it better, in my opinion.

CJ

Actually CJ that's how I do it, I clone the track, delete the content, switch record to the new track and set a point a few bars before the screw up and carry on, If I screw up again I return to the original. 
Use slip edit to get rid of the screw up point and unwanted stuff. 
Then drag the new clip up to the original so all ends up in one track. So sort of the same as Weetu used as well.