The current UI for rectangular selection (multiple cursors in ST2) could use some clean up. For instance: different shortcuts are to be used depending on the context:
keyboard entry: ctrl+arrows
Clearly this is confusing (to say the least). I don't know about others, but (as an old textmate user) I would go with alt in all cases.
In addition I found no way to extend a rectangular selection by using the shift. Namely, I would like to click somewhere in the file, move around as I like without moving the cursor and then with a combo (say alt+shift+click) 'rectangular'-select the portion of text between the cursor and the current click.
Customer support service by UserEcho