I'm afraid but the amount of issues I had with winscp actively and randomly refusing to upload files (inner unresolved mysterious bug) can and does completely ruin my work days. Now that I moved back to windows from the mac (where I was using textmate) and had the pleasure of working with sublime, I'd hate to have to switch to a horribly bloated editor just because it offers me the ability to manage projects transparently over FTP/SFTP.
Please do consider integrating FTP/SFTP features in the current editor (maybe simply stating in the project file the remote address and protocol). I really don't care how slow it can be, as long as it's a standard FTP/SFTP compliant implementation without all the useless sparks that ppl puts in their clients today.
It's a shame that winscp isn't 100% reliable for me but after a month trying to explore the issues in the winscp forums I'm at a loss and risk to have to switch to another editor for productivity. That would totally kill me, that much I love sublime now.
+1 for integrated FTP/SFTP support in projects.