It depends... Sunburn essentially just draws the list of things you give it. How you manage and provide that list of things is up to you. You can replace most/(all) of the managers that sunburn provides if you dont like them though I've never found a reason to.
On the other hand the more you diverge from the style of programming that an engine designer envisioned the less likely things will go well for you... e.g. people who try to avoid the built in XNA update/draw loop usually end up failing miserably.
Thanks for the input. I was thinking of using the MVC architecture outlined in these 2 articles:
Wherein the "View" part is basically a class that contains the Render() method which consumes the "Model" which essentially contains the state of the entity (stuff like translation, rotation, even game specific ones like life, mana, skills, etc.), and then the "Controller" handles the events raised by the "View" part (ie, mouse inputs, button inputs for menus, etc.).
So I guess SunBurn's rendering (update & draw) will still be used. What changed will be how the XNA components are constructed. Instead of having the Component have both the Update & Render, I will just move the Render in the "View" and the Update in the Controller.
Based on your input, this architecture scenario shouldn't be a problem.
Thanks again ZMan!