IME input (for Chinese, Japanese, Korean) are broken under Linux.  Usually we use Ctrl+Space to switch within input methods, however it doesn't work under ST2.

Currently auto complete only searches the currently opened file for similar functions. The ability to make it search your entire project would be nice, and have the results be like:
[trying to autocomplete: "Commit"]
server/servercontrol.lua/CommitProperties
server/servercontrol.lua/CommitPlayers
server/serverdebug.lua/CommitDebugInformation
server/server.lua/CommitTime
client/client.lua/CommitData

Which will also show the location of the function or the variable you are looking to autocomplete.

If you right click on the tab you are given the option to close tabs to the right. I find myself always needing the opposite.

I would very much appreciate an API to build plugins that need user-interaction and therefore integrate nicely with the Sublime Text 2 UI. Something like "TM Dialog" of TextMate would in my opinion be a great addition for Sublime Text 2.

It would be nice to have the possibility to set multiple fonts in the User File Preferences, so that if I copy my settings to another machine and that machine doesn't have that font, ST2 tries to use the other fonts I set.
Similar to the way CSS fonts work.

When you rename a file that's currently open from the sidebar, you currently have to close the tab and reopen the newly named file in order to start editing it.

Would it not make more sense to automatically reopen the file with the new name? Or at least make it an option?

avoid design by committee!

Add the currently selected buffers bookmarks as a group in the sidebar. For long pages it would be so muck easier to click a link in the sidebar.

It would be nice to have integrated S/FTP in Sublime like in Notepad++ right under the or as an sidebar.