I'm primarily a guitarist and I use Sonar, so I guess the hat fits.
I started out with the Roland Micro composer MC8 which pre-dated MIDI.
When the Atari 1040ste came along it had MIDI so we bought into the Notator system, which along with Uniter and combiner ran everthing from our synths to tape transport... I hung on to that sucker until Windows 95 came out when I tried a few different software packages that had been ported over from the MAC (Cubase and Logic from memory).
Cakewalk had been designed from the ground up as a Windows app and it just worked out of the box. The others had hassles (for me anyway).
The issues I had with Cubase have long since been sorted out as we use Nuendo here on one of our workstations without issue.
But Cakewalk is a personal favourite as I championed it when it was uncool to run what was perceived by my peers as a "toy" app.
Today we run a professional studio publishing game audio to some 39 countries with Sonar as the main audio app.... so I guess the last laugh is mine.