Console Integration

 Same here, hard to make the switch from VIM if you don't have the power of the console right at your fingertips.

In lieu of built in console, being able to execute a line or selection and get the results into your document is really handy in textmate, as is the ability to filter a selection through a command. 

I just released a plugin called Sublime Meta (on package control) that does the first part you describe (executing a selection in the shell and returning the result).

That would be really cool. I can totally imagine a 2 column layout with the console being on the right. That would be awesome.

Are people looking for the SublimeREPL plugin?

Correct me If I wrong, but SublimeREPL doesn't let you access your system shell and write some bash code, does it ? If if does, I'll be glad to adopt it.

It can run "bash -i".  It's not without issues, since bash echoes every command, but still.

OSX users might like DTerm.  It offers a system-wide shortcut for a pop-up on top of the current window.  You can enter shell commands into that popup.  In conjunction with Sublime Text, the current working directory in DTerm will be "correct" (i.e. equal to the directory of the file you're looking at).