I never had good luck with cakewalk products. While Cubase took me a little bit more to get accustomed to, I liked it a lot better than cakewalk.
I feel that the workflow in Cubase is better than Sonar. I'll attribute that to working with Cubase a lot more, but I do feel that sonar is more intrusive. I can't remember too well anymore, but I remember midi recording being a hassle in Sonar for one reason or another.
It really is up to preference though and Cakewalk is a very capable multi-tracker. I personally liked the easiness of midi functionality in cakewalk products a little bit better but that wasn't enough to get me to switch.
Your best bet is to try it out and see how you like it. You may love it or hate it, but do try it instead of getting stuck with it and not enjoying it.