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You can use "Hot Quit" (OS X), or "Hot Exit" (Windows / Linux) for this
Indentation rules are configured by decreaseIndentPattern and increaseIndentPattern in .tmPreferences files
Will add in the next version... the command for save as is prompt_save_as btw
You can use the Preferences/Color Scheme menu to do this
You can do this via the View/Word Wrap menu.

The underlying command is "toggle_setting", you can see how its using in Packages/Default/Main.sublime-menu
20110203 now has a menu (File/Switch File) that lists the different commands to switch files.

You can switch directly to a tab via Alt+<number> on Linux and Windows, and Command+<number> on OS X
Added in 20110203 - Available via Ctrl+Arrow keys on OS X, and Alt+Arrow keys on Windows and Linux