Haven't much used sonar except in bad visibility or in rough weather, when just can't get distance properly. And yes, it might attract warships, so hydrophone check of the surroundings is recommended and no, you don't want to use it when attacking a convoy
Radar is kinda mixed bag. It does reveal you, especially late at war but can be useful in fog and rain and in safe areas (= outside planes' range). Can't use it in storms but no one is forcing to use it anyway but I'd say get it, just in case.
Decoys you'll definitely miss if you don't have them. Must purchase.