Hey micdim,
I hear you & second your request. Sounds like Sonar fits your requirements.
But... have you come across Fluque's OnStage:
http://fluqe.com/newnewssoft.htm
It enables you to switch between logic projects as if they were in a playlist...
Another option is to use Meta Events to go to a marker - this way you can create one project with all your different tracks for each song in it separated by markers. You can insert meta event #51 in a MIDI region that'll move the playhead to the beginning of the specified marker number.
You could also insert program changes in the Arrangement which would be sent to your external gear.
Using the Environment it's very possible to then move to a certain marker.
In fact there's also a Meta Event for switching projects. I've never delved into using that one to be honest though...
Hope this helps somewhat,
Rounik