Just to add my latest thoughts on the use of ASIO drivers with Sonar, based on the OP's experience, plus my testing of ASIO4ALL on a laptop:
Cakewalk has reported that ASIO4ALL is the #1 audio output used by the number of Sonar sessions launched. Would the number of problem reports actually decrease if folks stopped using this?
If all you want to do is playback sound from a Sonar virtual instrument, the ASIO4ALL driver is probably safe to use, and does provide a low latency audio solution that could be a much better user experience than the stock audio drivers that Windows provides.
BUT, if you plan to plug anything into your PC to record audio via the mic or line in, you should get a pro audio interface and use the supplied ASIO driver for the interface. Make sure you uninstall any ASIO4ALL drivers before you install any new audio interface on your PC and setup the Sonar settings to a default driver temporarily. The ASIO4ALL uninstaller does seem to do a clean removal of whatever it installs. Don't leave this clutter on your HDD if you are not using it