I just noticed in ST3 Build 3037 (probably before too) on Windows 8 when user folder contains utf-8 character auto-update doesn't work, regular installation does.
ST3 notifies me about an update and I click on download and then install.
Installation doesn't finish but instead ST3 trows me an error: Unable to rename C:\Users\Sa?a\AppData\Local\Sublime Text 3\Update
Problem is probably in utf-8 character in users folder, it is Saša but for ST3 is Sa?a.
If I manually download the file, installation works normal. It's probably just a small oversight and not so common so I'm reporting it.