As the others have pointed out, DimPro is the best option in Cakewalk for natural, acoustic sounds (it does weird, too).

However, it sounds like you are used to GM sounds - that is, General Midi.  The files you are finding on the internet or where ever are probably meant to be used w/ this format.  In the early days of soundcards they included sampled instrument sounds, and developers came up w/ GM, so that a midi file could tell any soundcard to play this instrument w/ these midi notes.  This info is part of the midi file and happens before the first note.

Piano is one, midi channel 10 is for drums, etc. etc.  GM is a mapping convention so any of these 2nd generation, sample cards could play standard midi files.  We've kept it all the way to today.  And surprise, TTS is the only GM synth in the Cake arsenal.  It should sound better than the better spec'ed DimPro is that it plays the piano for the piano part, rather than a tuba.

Other than the "effects" problem you are having, simply "insert" an instance of Dimpro (or synth of your choice) into a channel.  If you aren't playing it but using GM midi files it will be a mess, since the GM is spitting out all the music parts on 16 midi channels while DimPro is playing all those notes on one preset.  You'll have to edit the GM file down to single channels and assign each channel to a separate instance of DimPro.  And find the proper sound for it.  A lot of work, tho you can learn a lot if you are experimenting.

Basically, if I am following you, the problem lies not in the synth, but in the midi files you are using.

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For really nice synth sounds I'd use PENTAGON.
For great organ sounds there are loads of free softsynths... Just look for them.
For really nice ambient sounds you can get great use out of Dimansion Pro.
I was looking for strings and all things Orchestra. But the latest free package I got for Dimension Pro fixed that.

A great controller with sliders that can manipulate the filters and knobs of a synthesizer are really helpful.

The OP needs to define what it is they're looking for... and it'll be a whole lot easier to find it.
ie:  If realistic sounding acoustic piano is a high priority, you won't find those sounds in a GM or "Synth" type instrument.  

If the OP wants to cover maximum ground with just a couple virtual instruments, I totally agree with Freddie.
Kontakt 5 (acoustic/electric "real" instruments) and Omnisphere (Synth sounds)

Jim and Scott are right about Kontakt being fantastic bang for the buck; although if your interest is specifically realistic orchestra, or the best strummed guitar around, or the ultimate grand piano, then you want targeted sample libraries.

For electronic stuff, I have to agree on Omnisphere.

Cool. Thanks for some different ideas here. I will consider Kontact 5 and Omnisphere for future reference. 

I was mainly referring to bundled synths that are part of Sonar X1, but appreciate the other discussion as it pertains to the subject.

Consider me dumb in terms of using synths/softsynths or at least ignorant. I have a lot to learn.

I will try out Dimensionpro sometime. That might be the one that I have to register first before I can access it.

Just want it to sound good.

I have no idea how they make the midi files online generally(well not much), but maybe they started out as "poor" quality midi files in the first place-so maybe that makes them sound crappy in TTS-1-as AT was mentioning.

So it's better to go to track views then and -insert synth, rather than going to the effects bin and simply adding it there I take. I'll have to try it out. 

I'd like to get a cheap midi controller like an M-audio for around $300 at some point-that can create midi pieces, utilize them and also has some drum pads I think and knobs to individually adjust some things.

I took a midi piece online for a Cranberries song-Ode to my Family, which I like a lot and have been trying to make it into something enjoyable with my limited knowledge. Changed most of the original presets to the piece(the original midi file). Sounds kinda folky almost. I'll prob put it on youtube and in the songs section after a while.

I love realistic strings and piano sounds. No doubt.

fanzzz,

If you have Sonar Producer, you have Dimpro - I can't remember if you have to register it separately or not if it is in the bundle.

The "sounds" of a midi file is produced by the synth.  There are no bad quality sounding midi files.  It is the same as w/ a word processor - the midi files just tell the synth what notes to play, how hard (vel), etc.  The final product will look better if you have a laser printer rather than an old dot matrix.  Which leads me to believe your problem is with the midi files (tho TTS is hardly an outstanding realistic sounding synth).  The files are probably for all the instruments arranged over 16 midi channels - such as the piano on channel one, bass on two, drums on 10.  So when you play back on a non-multi-tembral synth (like DimPro) you get a mess of hits.  The midi timing on free files is probably not very articulate.

Even if you get Kontak (or something similiar) and the right package of sample instruments to go w/ it to edit a standard midi file you'll need it spread across multiple midi channels.

SONAR producer comes w/ DimPro (and Rapture - which has a lot of organs besides electronic sounds) as well as a version of True Pianos, which a lot of people like.  That does it for piano and strings.  It also has session drummer for all those pesky channel 10 sounds.

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Diva is the "best sounding" soft synth i have ever played by a mile. It actually comes close to the best synth i have ever played. It costs money though and is based on many analog synthesisers of yesteryear.  Allows you to throw a jupiter 8 oscilator into a juno 60 filter kinda thang and does it impressively well.  It also has a sound of its own, absolutely pure and beautiful.  Works fine with x2 and is 64 bit of course. Demo available. Seriously impressed. If any readers havent tried it, just download it and have a listen for yourselves. It really is a gamechanger as they say it is.
 
Z3TA is full of features and the presets allow you to think you are paul oakenfold until you hear it in a mix, then it sounds a bit thin. A triumph for appeal and features over sound.  Dim pro is great.  My fav of the cakewalk bundle is rapture. It is one i would probably buy if it wasnt bundled with x2. I dont think you can just get by on the cakewalk stuff. Effects wise you probably can.
 
But yeah, diva is the absolute mutts nutts.

You may also want to consider picking up a maschine mikro mk1 for 150 quid. you will get basic kontakt, reaktor, a full version of massive softsynth,   which is very good if you ignore the harsh digital presets and make your own sounds, 6 gig library and komplete elements. The best bang for buck bit of kit out there at the moment if you can track one down.

Otherwise just get into sonar and see what it has to offer. There is enough there to keep you going for months.  

  For Cakewalk instruments I say Rapture for sure.My next choice is Zebra/Diva and Omnisphere. As others have said Kontakt 5 for the acoustic sound.

I would rate Alchemy,Zebra2 and Diva as my top synths that I use all the time.

For real instruments I use EWPlay but Kontakt is just as good. 

THat's kinda like asking someone's favorite color or ice cream flavor...

I assume you mean the FX bin...when you say effects area.... 

TTS is a good basic synth but since you have X1, have you tried the CAKEWALK SOUND CENTER? 

I use CSC quite often and it has sampled sound packs that sound pretty nice. It is included with X1 so you don't have to buy anything to get started. 

Like with any synth, it's a matter of becoming familiar with the synth and it's controls. Once you get that, you are pretty much set to go. Each one is slightly different in where they have the various means of control... but learn the midi channel assignment vs omni thing, and the volume and how to assign a new patch or sample and that's all you need.

this might help too:  http://www.cakewalk.com/CakeTV/Music-Creator.aspx

specifically this one: video #4 deals with Cakewalk sound center. 

the video is for MC6 but it is very similar to X1 .... Spend some time watching these videos....I have been watching just 2 of them and have learned a few things I did not know..... kinda outside the "box" I normally work within. Handy stuff to know.  Might have to work on some of that stuff.