I have what I think is a nice rough mix. Nothing in the 'red' in tracks and bus. Once I mix down and bounce to my iPod, the tones are all good but find myself having to turn up the volume ALOT during playback on a boombox device or car stereo. WHY???
Thanks!

Get it mastered

The average loudness level, RMS, is not high enough. Peaks mean nothing. Even if the wav peaks at 0 db, it can be quiet compared to commercial releases.
For a louder mix:
1) Right kind of instrument sounds and arrangement
2) Equalisation that serves the purpose
3) volume automation on tracks
4) compression on tracks
5) compression/limiting in Master Bus and in mastering phase.

"Commercial loudness" often squashes your song lifeless.

It sounds like you need to do as suggested above by Kalle which at point 5 is really a finalising stage.

Get the mix right then finalise the track to get the volume up to commercial levels.

Mastering is much more of context operation, used when compiling a set of tracks that will be heard together on a CD or appropriate other media.

Mastering ensures that all the tracks have an overall level balance from track to track so the listener is not for ever changing playback volume as tracks change.  It should also try to get a tonal balance where possible.  In the days of vinyl cutting it also ensured that stylus excursions where not excessive.

Have you any analysis tools like SPAN ?, which is a free VST plugin that gives you visual feedback of where the energy, frequency spread or peaking is in your song.  It will also show you any possible phase problems and has a number of metering types that relate to real world levels.  Check it out I find it an invaluable tool.

There's some useful ways to self-master a demo, and I'll give you a few minor hints here:

1) I don't use Sonar for Mastering (I prefer Wavelab), but we can do a few things that will help. 
2) Nothing can totally replace hardware, but we can get some good results if we try hard. Get some "good" plug-ins. Waves Tape, L316, and SSL Buss compressor comes to mind, and a great Linear-Phase EQ (I wish Algorithmix would hurry up with 64-Bit, but DMG Audio EQuality is good).
3) If you don't need EQ at all, great! Otherwise, minimal EQ only, please (wide Q).
4) Use a compressor with a very controllable attack/release. I personally don't care for automatic attack/gain controls. This can be first or after the EQ (if you need EQ) try both sequences and see. In compression, go for an attack of about 15-30ms or so, and a Gain of a few dB. Release can be pretty fast, but not too fast! We need a slight pump action going, but nearly imperceptible to the human ear. 
TIP: Careful use of the Waves Tape plugin (without the Monitor control) is worth a look. It's pretty great for a few more dB.
5) Place the Waves L316 limiter last. Try setting the Release character to Warm Analog. You'll get a lot of volume out of that, and ironically, more punch and power than the Punchier L3-16 release settings. Set the release slider to about 30 ms (approx.), then pull down the double-arrow in the center of the two main controls until you start to hear some 'slight' destruction. Then, bring up the Output level to -0.1. Next, enable the lowest band in the L3-16 and grab the priority level for deep bass down a few dBs. This will keep the kick and bass in check. 
6) Tweak and play. 

Lack of good metering in Sonar makes it a really bad choice for Mastering, but for your purposes, it can be OK. You can check your levels in the CakeWalk Limiter plug-in (I forget the name), since it has an RMS meter. 
Also, there's a few "ok" plug-ins Cakewalk offers, but I find the Waves plugs far superior. If you don't have the Waves plugs, or something suitable, like Ozone5, check them out. They're not "bad".

Hope this helps!!

I think we have all asked this question at one time or another. Mastering is the easy answer. How to master is an entire different beast. If it's going for professional reproduction then by all means, use a mastering company. If it just for demo usage then Sonar is well up to making a loud master. I'd hit up youtube.com on "how to master audio" there are some great tutorials on the subject. Once you get the hang of compressors/limiters/meters and the such you will have the knowledge to use it on many DAW's and hardware.

Or you could just slap a limiter on your master buss and turn it up until it starts to distort and then back it off a bit

You don't need to invest in any more plugins - the ones in Producer are quite capable of enabling you to do your own mastering, up to a point!

We need to know what you've done already.

How many tracks, what tracks are compressed, and to what degree.
What's the bussing structure, has any compression been applied here
What genre of music (and hence, what type of tracks)

What's the current RMS & Peak Values (download the FREE Voxengo Span to help with this)

Not to argue a minor point, because it's not bandso's point exactly, but I recommend a good compressor before a limiter, because a limiter can ruin transients before the lower volume audio can realize a louder domain. If you want to rack your brains around a very tweakable, but great compressor, check out the Flux Alchemist. hehe. It's dumbfounding what you can do with that, but just judicious use of the API 2500 is just fine for many situations. I also like light use of the Waves Tape because for a rounder mix, it adds some magic in there you don't as easily get in that last 2-3 dB of loudness. 

NOTE: If you get a good meter, I recommend, NEVER going over -6dB RMS for any decent Master. Although I've managed to get some good Masters at -4dB, it's really hard to do that and keep the punch ina and harshness out. Trying to push harder to get louder than that just mashes up a mix and you waste a lot of time, really. Go for great-sounding vs. louder. I'm not proud I made one go higher than the latest Foo Fighters CD, but I was asked to and we did it. 

bandso is correct in that, unless you're trying to compete with the big-budget mixes, Sonar will do the job well enough, and I wish I had thought to just say check out vids on YouTube. There's a wealth of info there! Best of luck!

  Good call on the Voxengo SPAN. 

+1 to Kalles Process
especially Track Automation with Volumes & Compression

Im just an amateur but thats what I found works good not having to get into the world of buying other plugs outside of everything that is included with Sonar Producer. 

You can go the way of having someone else Master it, but that doesnt do nothing for you to help learn the process of why you bought the software for in the first place  

I say if ya have it, learn it/use it and you can usually get allot of help here to get to where ya wanna be with your mixes


ADDED-On the other hand, there are those out there that will Master it at a reasonable fee for you and provide you with a video of the process they used for your benefit which can help in the learning curve.  Which I think is a WONDERFUL concept.