I use soft synths as well (Dimension Pro-Cakewalk) which has some excellent sounds), as well as several already mentioned that come with Sonar. But, to echo what JazzMammal said regarding hardware synths/keyboards, I use a first generation Yamaha Motif keyboard, as well as second generation Yamaha ES Motif Rack unit more than soft synths. The advantage of hardware synths is much less overhead on the computer, and, I might add, pretty amazing sounds and replication of various instruments. While not quite as flexible as soft synths, most modern day (and even my hardware synths) can be updated with new sounds/patches, etc., as well as creating customized sounds. Whether playing the keyboard or using the rack synth with my synth enabled guitars, I can capture (mostly) what is played both audio and midi through the instruments and bring it right into notation.
Richard