I've actually got this under control now for both MIDI and Audio - with one exception - the MIDI INPUT side.  I cannot explain why, but when All-Inputs Omni should be selected Sonar is instead on the new machine choosing the next down the list. If however None was selected (which is FIRST in the list) then Sonar gets it right on the new machine.  WTFrig??  This doesn't even follow any common sense order so I have no idea what to make of this....
 
Any guesses ??

chuckebaby
The problem he is trying to solve here is with Sonar 5 in Windows XP.(perfect example why we need a sonar legacy forum)

I have not noticed that, my bad...
That means the problem exists at least since Sonar 5 (no wonder,  I bet MIDI core engine is still the same)
 

Cactus Music
I really wonder if the input and output assignments would behave the way your asking in any DAW? 

The only other DAW I have started to use recently is Tracktion Waveform. Its solution for MIDI inputs is brilliant compare to Sonar. I have barely used MIDI outputs there, but I had no problem when I did.
 
In short, you can create "Virtual MIDI input" devices and use them in projects. So they stay in tact independent from physical devices available.