No problems at all. My music system is an Athlon64 3200+ on an MSI motherboard. When I say no problems, I mean no problems - rock solid, fast, no compatibility issues, etc. And there seems to be no problems with Windows XP SP2 and running my Fireface with the onboard Firewire 400, either. I actually expected to have problems from what I read, but i guess it's more of an issue if you use FW800.
The Athlon64 cpu+motherboard will almost always be cheaper than the comparable P4+motherboard. So, I guess that's one advantage. One thing I don't know is if Sonar takes advantage of Intel's Hyperthreading. If it does, that would be an advantage for Intel(even if it's only a small one).
Before another AMD vs Intel war starts, let me say you can't go wrong with either setup. The important thing is you get a QUALITY motherboard and ram and power supply and good cooling. This is absolutely critical!! Unless you want to gamble with your music.
Oh, I wanted to add one more thing. There's a few people around saying you need to get rid of internet, and antivirus, and other stuff to make your daw run smoothly. While it wouldn't hurt to do that, it is a load of crap to say that it's necessary. I use my music system for everything (internet, games, apps, etc...) and I also leave my anti-virus running all the time. Maybe if I was really pushing things and needed that little extra bit of resources to finish a project, I would disable a few things, but it would take quite a few tracks and plugins to do that. (If you're running that close to your limit, you probably need a faster cpu anyway)