This is such a small thing, but every time I use the column selection feature, I'm slightly unsure, whether it'll work when I start to drag. This small visual feedback would be greatly appreciated!

I just had to resort to TextMate for a refactoring with many global find/replaces. That's ok, but SublimeText should really, really offer something better than what's currently there (build 2111). What I like the most about TextMate's solution is that I can select some results and apply a replace only to them. The other thing I like is that the matching results are actually highlighted.