Build systems are a pretty useful feature of Sublime, but for a lot of projects it's easier to just have a quick way of running arbitrary shell commands. If you're on a Ruby project, for instance, it's pretty wonky to create a build system for ["rake", "test"] and ["rake", "test:units"] and ["rake", "test:functionals"] etc.
I created plugin that's turned out to be pretty handy for me, and it's dead simple. Ctrl+Shift+C (Cmd+Shift+C) brings up a "shell" prompt right within Sublime. You can download it and check out out some documentation/screenshots here:https://github.com/misfo/Shell-Turtlestein