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I agree with this. Having a system-wide clipboard history utility, which works across all your apps, is useful in so many ways. Even if ST2 supported this natively I would still prefer the system-wide approach.

Slightly relevant sidenote: in ST2, if you have multiple cursors/selections going and you cut/copy, you can then reposition those cursors and paste and get the intuitively expected "paste the corresponding clips" behavior. Great time saver.

Agree this should be in by default, with an indication on the status bar of the current encoding and line endings. 

Until then check out the LineEndings plugin.
It might be nice if this worked like the Hover Zoom extension for Google Chrome, popping up a floating image preview when you hover sidebar image files and image file paths written in a buffer.
+1 for both ideas. Might want to split them into separate UserEcho issues though so people can vote for either or both.
I think you can get what you want if, during ST2 installation, you check the "Add 'Open with Sublime Text 2' to explorer context menu" option.

Currently, if I shift-select a range of files in Windows Explorer, right click, and 'Open with Sublime Text 2', they all open as tabs in a single ST2 window.

Ctrl+0 now focuses the sidebar. If you want to set your own bind, the existing bind looks like this:
{ "keys": ["ctrl+0"], "command": "focus_side_bar" },

Check out the SidebarEnhancements plugin which is under active development: https://github.com/titoBouzout/SideBarEnhancements
Personally, I like using the "translate_tabs_to_spaces" option, thereby always saving files with no tab characters in them. That way, anyone who views my code sees the indentation levels I originally intended regardless of their tab width setting. Combined with ST2's quite accurate "guess indentation width from buffer" feature, I rarely run into issues with indentation, even when looking at other folks' code.

Another nice feature I've just come across is Reindent Lines (Edit->Line->Reindent Lines or accessed via Ctrl+Shift+P), which overall does an admirable job of fixing a file's/selection's indentation to match my chosen indent width.
Seconding this. Macro-recording search and replace operations is actually my most common desired use of the macro recording feature.