SublimeClang is just awesome for this. Each time you save, it will highlight any errors or warnings clang gives while running your program. You can get it via Package Control. If you don't have Package Control, get it here: http://wbond.net/sublime_packages/package_control
Package Control is basically an essential plugin for ST2 that manages your plugins for you and updating/adding/deleting plugins is super easy with Cmd+Shift+P. You can literally add new plugins in 5 seconds. Just add Sublime Clang by installing Package Control, pressing Cmd+Shift+P and then entering "inst", select "Install Package" and then type in SublimeClang and install that.
Alternatively, you can read this:
Sublime Clang: https://github.com/quarnster/SublimeClang/