I use Sonar (also cakewalk) - when I don't see devices under 'output' it's because the drivers have corrupted (or I've forgotten to install them - doh!).

Might be worth checking your drivers for whatever hardware you're running..... When you say 'no output listed' do you mean you can't see settings for output, or that you can see the settings, but nothing is isted as a possible output device? If it's the latter, it's gotta be your drivers...