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This is kind of a very big issue for me too! Maybe some people are less "visual" than others but to me its actually very hard to find files in the tree. This is really making me work slower to some extent. I found a soda hack to do icons for folders ( SodaWithFolders.zip ) in this thread: http://sublimetext.userecho.com/topic/19274-theming-of-the-sidebar/
but file type icons are still not possible with that...