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Specifically what's not working? Have you perhaps enabled regex mode but wanted a regular search? Or have you selected to only search the selection, not the whole file?
Sounds like it might be this bug: https://github.com/textmate/perl.tmbundle/issues/3
SublimeClang does include file and member autocompletion for C/C++/Objective-C/Objective-C++.
Kind of like the menu item "Project"->"Add Folder to project"? :)
That can easily be done with a plugin. Something like this:
import sublime_plugin
import datetime
class DateCompleter(sublime_plugin.EventListener):
    def on_query_completions(self, view, prefix, locations):
        return [
            ("YYYY-MM-DD", str(datetime.date.today())),
            ("YYYY", str(datetime.date.today().year)),
            ("MM", "%2d" % datetime.date.today().month),
            ("DD", "%2d" % datetime.date.today().day)
        ]
Are you using Linux? I found that I can't import ctypes on Linux, but it works on Windows and Mac (http://sublimetext.userecho.com/topic/85126-ctypes-cant-be-imported-in-linux/).

Seems like the native python .so's aren't packed in the Linux version or something.
FYI I started a plugin for clang autocompletion. It's pretty functional already, but does need more work. Check it out if you're coding in C/C++
http://github.com/quarnster/SublimeClang

I'd also like to see this feature, or at least a config option for it.

If I put the marker in the middle of the next to last line, hold shift and press down, it'll select up until that point on the next line. If I press down again, it'll now select to the end of the line.

But if I put the marker in the middle of the last line and press shift+down nothing happens.

I often want to select the whole first or last line by holding shift and pressing up/down so it's quite annoying when this doesn't work. I tried looking in the plugin API if I could implement this myself, but it doesn't seem possible.

And while I'm at it, great editor. I've been using it for a while and just bought a license to show my support :)