I rarely use anything else but 'none'/'omni'. If I have multiple instruments loaded into a multi-rack in something like Kontakt 5, then I set the midi output channel for each midi track to correspond to whatever instrument's midi channel is set to in the multi-rack.
By then also allowing the Sonar default behavior of auto-setting the midi input echo on to just do its thing, I hear only the desired sounds as I play live, as that track will have been selected, which will then turn on midi input echo for that midi track, and then the output will be only sent to the value set in the midi output channel setting for that track.
If I have, for example, 5 instances of Dim Pro, with 5 different instruments, (piano, Rhodes, strings, harpsichord, whatever), I don't even bother setting the midi output channel on any of the midi tracks. Sonar still only produces sound for the actively selected midi track - due to that one being the only one with midi input echo on.
That does raise a question, I suppose. I wonder if Sonar is still internally exercising everything except the actual generation of sound for any synth connected to a midi track where that midi track's input echo on is disabled. If so, then there may be some performance cost for that, although I have no idea of how to really measure that, or if it is anything of significance.
Another wonderment is along the same lines - since all of my midi tracks are set to omni, I wonder if that in and of itself makes the soft synths process the input but then not produce audio output if the midi input echo on is disabled and the midi output channels were not set. Same performance question there.
In any case, with the approach of settings of omni for all inputs for midi tracks, setting midi output channels where prudent, and letting Sonar handle the enabling/disabling of midi input echo on for all midi tracks, I have never had any weirdness whatsoever.
Now there are times when I have layered sounds from multiple synth instances all playing from multiple identical midi tracks, such as having a pad of some sort loaded up on one synth instance and a piano on another, and strings on another, and I have copied and pasted midi clips across the multiple midi tracks so that the midi data triggers what ends up being a layered sound.
When I do something like the above, I will usually manually turn on midi input echo for each of the synths associated with the layered sound, so that while playing I get to hear the whole sound, rather than one particular piece of it. When I do this, I then have to manually turn off the midi input echo for any track where I had manually turned it on, when I want to switch to some non-layered sound.
Bob Bone