You definitely need a MIDI controller. There are a bunch to choose from and your budget will cover it.
When you hook up your MIDI controller, you will be able to take advantage of the wealth of things inside Sonar, to help you make the song production you wish to make.
Here are a few things the MIDI controller, which is necessary, will allow you to take advantage of:
Playing musical instrument sounds from your General MIDI (GM) soundset. There are 128 different instruments to choose from.
Opening up soft synthesizers inside Sonar using VST, and then playing the sounds coming from that software synthesizer from your MIDI controller, and even recording the movements of your synthesizer changes into Sonar. (This involves two things: One, playing the MIDI controller events, and Two, recording those sounds into an Audio track).
You can open up the Drum Map inside Sonar, and use your MIDI controller to play drums. There are two ways to go about this: One is to use the notes on the keyboard to trigger drums sounds, and Two, is to use pressure pads (on some MIDI controllers) to play back drum sounds.
All the above will require you to read your owner's manual and start getting educated on the use of MIDI. But once you do, you'll wish you had started earlier. It's a lot of fun, and opens up worlds of possibilities to you as a musician.
When looking at MIDI controllers, you'll want to consider the following elements:
* How many keys do you want to have at your disposal: 25, 49, or 61?
* Do you want pressure pads on it, too, used to trigger sounds by hitting, or striking the pads?
* Do you want additional sliders and knobs which aid in both the production side of using SONAR, as well as being able to control many of the parameters on software synthesizers? If you don't have these, then you have to continue using your mouse to click and move/rotate, various settings.
Don't delay! Start looking at MIDI controllers and get ready to lay down some money on one that you think will make you happy. Here's a page to start looking at:
http://keyboards-midi.musiciansfriend.com/midi/controllers
Oh, one last thing: You do NOT have to buy a Cakewalk controller. Any controller will do the job. You may want to buy the Cakewalk controller because they have mapped things out in a good way along with all their instruction manuals, but you don't need to limit yourself.