The following is an approach using contour integration.
First notice that $$ \begin{align}\int_{0}^{\infty} \frac{\sin(kx) \cos^{k}(x)}{x} \, dx &= \frac{1}{2^{k+1}} \, \text{Im} \, \text{PV} \int_{-\infty}^{\infty} \frac{e^{ikx}(e^{ix}+e^{-ix})^{k}}{x} \, dx \\ &= \frac{1}{2^{k+1}} \, \text{Im} \, \text{PV} \int_{-\infty}^{\infty} \frac{(1+e^{2ix})^{k}}{x} \, dx. \end{align}$$
So consider the complex function $$f(z) = \frac{(1+e^{2iz})^{k}}{z}. $$
Integrating $f(z)$ around an infinitely-large semicircle in the upper half-plane indented at the origin, we get
$$\text{PV} \int_{-\infty}^{\infty} \frac{(1+e^{2ix})^{k}}{x} \, dx + \lim_{R \to \infty} \int_{C_{R}} \frac{(1+e^{2iz})^{k}}{z}\, dz = i \pi \, \text{Res} [f(z), 0] = i \pi \, 2^{k},$$ where $C_{R}$ is the upper half of the circle $|z|=R$.
But using the binomial theorem and Jordan's lemma, $$\begin{align} \lim_{R \to \infty} \int_{C_{R}} \frac{(1+e^{2iz})^{k}}{z}\, dz &= \lim_{R \to \infty} \int_{C_{R}} \frac{dz}{z} + \lim_{R \to \infty} \sum_{j=1}^{k} \binom{k}{j} \int_{C_{R}} \frac{e^{2ijz}}{z} \, dz \\ &= i \pi + 0 = i \pi. \end{align}$$
Therefore, $$\text{PV} \int_{-\infty}^{\infty} \frac{(1+e^{2ix})^{k}}{x} \, dx = i \pi \left(2^{k}-1 \right),$$ which means $$\int_{0}^{\infty} \frac{\sin(kx) \cos^{k}(x)}{x} \, dx = \frac{1}{2^{k+1}} \pi \left(2^{k}-1 \right) = \frac{\pi}{2} \left(1- \frac{1}{2^{k}} \right). $$