I want feature like the most editors. Change the font from menu. (not writing the styles but pick some from graphic interface). Also posibility to edit the color highlighting.

The dialog box is coming up EVERY time.  It is a major nuisance.

When you have multiple cursors/selections which are not in the current view (i.e. you scrolled away from them) it might easily happen that you type away without noticing, that you actually modify multiple places at once. It would be nice to have a clear warning when an additional cursor is not currently visible. For example by showing one or two of these cursors (in their respective scope; i.e. the line they are in) at the top or bottom (depending on where they are in relation to your current view) of the editing window.

Sublime text should be able to spot errors in real-time like Java does and offer a few solutions and why it is an error for all major languages.