Nice set up Saxxon, I'm jealous.

My set up consist's of a Roland SPD-20 with Hi-Hat and Bass drum pedals as well as a crappy Simmons SD7PK that was given to me.

I was surprised that when I plugged the MIDI into Sonar and played that it actually mapped itself and ALL the module's sounds.

And I'm going with what Lawajava said. If it works then don't fix it. And yes Drumagog or Steven Slate Trigger can replace any sound. Youtube some of the videos and you'll see. I like it because it's like having a room full of drums and cymbals to choose from.

The starter (lite) version of Trigger is only $99 if you want to play and I'm still waiting for Drumagog to jump into the 64bit world already.
Mike

Not to get OT but Lawajava, what settings do you use for your 18i6 Mix Control?
If I use DAW Tracking all is nice and quiet but if I use Zero Latency I get this background noise like if there was a mic connected and picking up 'air' noise.

Mike 

I've got a td-20k (with the expansion board)

I still just use it to record MIDI though and use the sounds from superior drummer.
The sounds you get from todays software based drums are so much better than what you get out of the the td-20... even after the expansion.

If you like the sound of the td-20 module though and want to record this, the simplest way is to just connect the separate outs of the td-20 to separate inputs on your audio interface and then record the drums live, as you would with an acoustic kit. This (of cource) require that you have this many inputs on your audio interface.

If you don't have several ins on your audio interface, you need to record two outs from the TD-20 at a time (cuz you must have at least 2 ins on the audio interface..) :) .. Then you first need to record the drums as MIDI to be able to play back the performance several times (and then recording different outs from the td-20 each time).

To do this you need to connect both MIDI-in and -out from the td-20 to the computer. By just connecting, for example, the td-20-MIDI-out to audio-interface-MIDI-in you can record the drums to Sonar. But when playing back the recorded track you won't hear anything from the td-20-module, since the MIDI-information isn't sent back from Sonar to the td-20.

chefmike - I use 2 ms. I'm not using audio inputs from the TD, I use audio inputs either from another external sound module (the Alesis DM Pro in my case) or from Session Drummer 3, whichever I'm using at the moment. I don't use the TD audio only because I don't actually play the drums, I have a drummer. He has the TD kit, but he packs it up and takes it back home after a recording session. In order to keep my drum sounds all central to my Sonar set up so I can mix and so on, I use drum kit sounds I have on the external sound modules, like the Alesis DM Pro and I also have a DR-770. But I use Session Drummer 3 for quite a few of my go to kit sounds. In all of the cases above, I do not have any issues. It's all clean and crisp with no artifact sounds that you mentioned.

Soo...do I also have to set up something in the TD20 itself?

it much depends on how you want to proceed.

do you want to record the internal sounds of the td-20 or do you just want to use it as a MIDI-controller and control a VSTi like session drummer?

I just started using a Yamaha Kit and struggling with how to get a better live feel from drums. 
Issues: 
Latency: 
I noticed a little latency from both tts-1 and sessions drummer even with efxs bins bypassed. So I monitored using the brain sounds instead. @ ways both worked-I ran Sonars output into  the brains audio input an monitored with the brains headphone jack OR. I have since changed to monitoring the brain and Sonar via my audio interface. 
  
Sounds that do not play back with articulations: 
I had a heck of a time getting VST sounds that respond to things like ride cymbal bell and open hi hat pedal action. The brain does it better. So.. 

I use both. My current method: 
Song will have scratch vocal, some instruments or even a finished drum track. 
Arm a MIDI track and record playing live. 
Insert a VST like Session drummer and assign to the new track. 
Edit MIDI and then separate out Kick, Snare to 2 new MIDI tracks. 
This leave me an edited ( perfected) MIDI track of the rest of the kit. 
Play back the midi track and record the audio output of the brain to a stereo track. 
The Kick and snare are played via VSTs and the rest of the kit is now a stereo audio track. 
You still have the original MIDI track too.   
These can now be further processed with reverb. 
I find no need to have more then the stereo track from the brain as It was already balanced using MIDI editing and the brain adds stereo imaging. 
You could have separate tracks but would have to do as mentioned above and record each part in a separate pass. Why bother, Use MIDI editing to get your mix.  

I never gave it much thought before but USB is certainly better than standard MIDI cables as you only need the one.