Agree with Tam on automating at the end, especially volumes. Nothing worse than realising you need to adjust some levels when you've got wires holding everything down.
In Logic, by selecting the track, highlights all of the regions, then simply by Ctrl+clicking the begining of the automation, ups and downs everything, like simply moving the fader up and not ruining the automation. You can select certain regions to apply this to as well. Look if there is an equivalent shortcut in Sonar, as it saves lots of time.
The delay feedbacks/mixes are the ones that get the most automation lines, but also sends , faders, high pass filters in Logic, and the filters on my modular when I do stereo patches, in order to have the same cut-off movements on both left and right channels, as well as the voltage controlled phase shifter. In general though I rarely automate synth patches, it is much more fun tweaking away in real time than just drawing lines and years of tweaking experience means I always get it right!
I don't need to do any crazy automation for weird effects, I simply program synth patches that do that straight up.