I know this is nitpicking, but the workspace files really annoy me. Using textmate I had all the saved project files in one doc folder that was easily accessible in OSX. I would always keep the number of projects to minumum so they would appear nice in a grid/fan view.
With sublime text I get two files, the workspace files I really don’t care about. It’s messy. Also at least in OSX my sublime-project files don’t have any icons.
This may seem very OCD like, and it is, but I really like clean things and it’s bothering me so much I’ll be moving back to TextMate where I can have one file per project.