Your comments

@Diogo: actually, I want an history of points accross the all project.

You see, you do have bookmarks and an history in a Web browser as well, but you use the back button much more than the bookmarks right ? It's because it's just handier to go back were you were previously when you think you need it, rather than anticipate the need to go back somewhere, and hopefully actually need it and use the bookmark.

The history feature should be volatile. tt's not something you need to be saved, juste a convenience when you are editing several zones in several files again and again (like in debugging), and clicking on 'previous' instead on looking for the line would save you some time.

Of course you COULD use a bookmark, but this not as convenient: in one case you must think about it, in the other one the machine does it for you.
+1 live 'any language' syntax check and basic errors would be great actually. For example for Python, running pep8 or pylint and put a sublte bubble with the number of warning (on which you can click to get more infos).
Again, hard to do write, and not the most important things to have but definitly something interesting.
Some software make that for the whole operating system. If you like such a feature, install them. No need to clutter ST2 with something than can be handle better by another tool.
You already can run any build using a virtual env. You just need to call the bin from that virtual env. For exemple, to run unit test you can do:

{
    "cmd": ["/home/you/.virtualenvs/env_name/bin/unit2", "discover"],
    "working_dir": "${project_path:${folder}}"
}

Now the biggest problem is more that you can't easily create and switch build systems. You have to go menu, then submenu, then click. Then go menu again. Then run.
Oh come on. You don't use git every 5 minutes. Why clutter the UI with something for which you have a one click away on a terminal ?
Plus, some thing I didn't know I wanted.
It's actually better than TextMate. And it's cross platform.

There are plenty of tools to do this. Regexxer (http://regexxer.sourceforge.net/) is an excelent one. Plus, this is not something you do often. And when you do it, you usually take some time to do it, to avoid messing up your entire project.

So really, is it than a problem to open a third party app once in a while for a 5 minute job ? I don't think so. This feature is hard to implement and can wait.

The uncluterred fast and responsive UI is the greatest feature of ST2. Ignore us if you must preserve this.