EDIT: download the most recent version from here: https://github.com/SublimeText/IndentGuides
This file, when placed in your packages directory, will make little indent guides show up on the left side of your buffers.
It only works if you indent with spaces, stemming from a combination of it being late and me only indenting with spaces.
So... go for it. Let me know if it doesn't work. I might add tab support later if there's demand.
It's in a zip file because the forum won't let me upload .py files. Strange.