Hooray! This has been added in the latest release, and it even highlights the current indent level.

// Set to false to turn off the indentation guides.
    // The color and width of the indent guides may be customized by editing
    // the corresponding .tmTheme file, and specifying the colors "guide",
    // "activeGuide" and "stackGuide"
    "draw_indent_guides": true,

I maintain a number of legacy static html sites, and have to find/replace across a few hundred html files more often than I would like to. It would be nice to be able to do this from within Sublime just like I used to be able to from BBedit or Textmate.