Your comments

http://www.sublimetext.com/docs/2/multiple_selection_with_the_keyboard.html 

To add the next occurrence of the current word to the selection, use Quick Add Next, which is bound to Ctrl+D on Windows and Linux, orCommand+D on OS X.
Again, if you go too far, use Undo Selection (Ctrl+U, or Command+U on OS X) to step backwards.