One feature I would really love to see is one that the Chrome browser (and possibly others) are doing. If you log into your account the account has stored your installed extensions and preferences, so wherever you use chrome you will have the same experience. Same extensions, same setting same everything. It is really great.
In the case of Sublime this would be some sort database where all the packages you have installed are listed, and your personal settings, such as hotkeys, are stored. This would be absolutely awesome for me since I keep sublime on many different machines, and from time to time I find some awesome packages that I want. Currently I need to go to each machine and install it, if I remember. To have this automagically installed on the other machines when I boot up sublime would be great.
You should be allowed to opt out, of course, if you prefer having different setups on your different machines.