It would be awesome if the installer for Sublime Text adds registry entries to put Sublime Text in the Default Programs control panel.
In order to do this the version information block of sublime_text.exe needs to contain “Company name” field.
Then these registry entries needs to be created.

Windows Registry Editor Version 5.00

[HKEY_LOCAL_MACHINE\SOFTWARE\Sublime Text]

[HKEY_LOCAL_MACHINE\SOFTWARE\Sublime Text\Capabilities]
"ApplicationDescription"="Awesome text editor with Python plugin support"
"ApplicationName"="Sublime Text 3"

[HKEY_LOCAL_MACHINE\SOFTWARE\Sublime Text\Capabilities\FileAssociations]
".TXT"="SublimeText.AssocFile.txt"

[HKEY_LOCAL_MACHINE\SOFTWARE\RegisteredApplications]
"Sublime Text"="SOFTWARE\\Sublime Text\\Capabilities"

You can save it as a .reg file to import in your registry.