I like the idea, but I'm not totally sure how this would best be implemented: would one want the resultant HTML to use all inline styles, or to include a CSS <style> block before the HTML?
I guess the best would be to provide both options. But maybe this functionality would be better suited to be delivered as a plugin, since there may be other customizations users would want to make to the output.
This looks like a duplicate of http://sublimetext.userecho.com/topic/21056-paste-html-formatted-content-from-clipboard/ and http://sublimetext.userecho.com/topic/105648-copy-with-syntax-colorsas-styled-textas-rtf/.
Can these ideas be merged? Or the votes aggregated?