When composing in the piano roll view of Cakewalk or Sonar, you'll want to be efficient when adding individual notes. Here are some tips I use when in the piano roll view:

Utilize shortcut keys- D for draw, B for scrub. You can quickly add a note or two and then hit B, and take the mouse and drag it across the notes you just created. It will play the notes you drag it across so you can hear any harmonies created.

You can trigger a single note which already exists by simply being in draw mode (shortcut key D) and simply clicking on the note while the mouse cursor is in the vertical arrows mode. You can also drag it up or down at this time if the note is not what you want.

If you really don't want that note to be there, instead of switching to erase mode (shortcut key E) you can simply click on the note (as above) and while holding the mouse button down, hit the Delete key on the computer keyboard. This will erase the note while you're in draw mode.

To change velocity or exact duration, start time, or pitch, you can always right-click on the note.

To change velocity of several notes, draw a box around them while in select mode (shortcut key S) and go to Process - Scale Velocity. Here you can create a crecendo or decrecendo by entering velocity info, or enter the same for beginning and end to have a constant value of the selected notes. Or, you can change the velocity as a percentage of what is there by selecting the Percentages box. To clarify: if you have various velocities, this will raise/lower them while keeping the ratio the same, and has the effect of changing the overall volume of the selected notes.