The user settings files are very useful, however, copying them over to a new system is slightly more difficult than it could be because settings files, themes, packages and many items included by default with the application are in folders together.
I suggest having a plugins/themes/settings folder with the application files that only includes what comes with the application as standard, then putting all of the user customisable items into a support folder. This could follow the tradition of being "~/.sublimedata" like programs such as Vim, Git, Subversion and many others.
This means that the program itself, and all the user customization can be managed completely separately and the user can more easily bring in all of their settings and additions they have made to the program.
Note, this idea is an expansion on http://sublimetext.userecho.com/feedback/25354-search/ but it is for a different purpose and different enough to warrant its own post.
Customer support service by UserEcho