I really like Sublime Text 2. It's one of the few tools I advocate for people to use. For example, I told my brother about it. He started using it, and then told his co-workers about it. Now, most of the developers where my brother works use Sublime Text 2.
But, there's a very frustrating problem with it. Whenever I save a new file in it after switching into a different project, it defaults to the last saved directory -- which is in a completely different project. It sucks because then I click the parent directory a few times, go into the project directory, and then save the file. This takes quite a bit longer than having a terminal open to the project directory and just doing 'touch myfile'. But, I really hate having to do that just to create an empty file.
Less specifically, file management is the most frustrating and slowest part of using Sublime Text 2, which wouldn't be a problem, if it didn't use files for everything.
To make myself sound like less of an ass, here's a potential fix. Have a "Create in Project" hotkey that pops up a similar menu to "Find in Project" (CTRL+P), but instead of having the autocomplete options be files, have them be directories. Then, when you select a directory, have a non-autocomplete box let you type in the filename.