I think you're mixing a lot of programs together in one toy-box and making the question harder than it really needs to be...
VST is pretty much the standard plug-in format for computer recording at this point, and unless you've got your heart set on using Pro Tools, you don't need to think about anything else for audio. All the major DAW programs including SONAR, Cubase, Reaper and many others, fully support the VST standard.
All the DAW programs save projects in a proprietary format, but a project can generally contain any of the standard file formats that are operative, such as WAV, MIDI, Acidized Loops, and many others.
Reason is a super-capable software instrument, and while recording capability is available as an add-on, most people use it as a plug-in within a DAW, as Rob described above. Refill is a proprietary file format that can only be opened by Reason.
BiaB is also a very useful program that saves projects in a proprietary format, but can also open and save as standard MIDI files. It has additional capabilities, but I mainly use it for MIDI, which I ultimately work with in SONAR.
I personally found SONAR to be the bang-for-the-buck leader as well. I know some people who find Reaper easier to work with, and I have one friend who uses Cubase because he swears VST handling is much more stable in that vs SONAR. I've never had a problem, so YMMV...
Are we helping?