Your comments

I concur. Even though it's not technically valid JSON syntax, I have seen a number of apps and frameworks that gracefully ignore trailing/extra commas in their JSON-ish config files. Some JSON libraries out there even support "lenient" parsing of this sort out of the box, though I imagine a simple regex substitution would do the trick.
Seconding the DIY approach. Ctrl+W already has a common idiomatic assignment on Windows, "close tab or current document".

ST2 uses Ctrl+D to perform "expand selection to word", and also has the very nice additional effect of selecting additional matching words in the document when you press Ctrl+D repeatedly.
I think adding the ability for plugins to add new collapsible sections to the sidebar via the API would probably be a better solution here.

I think the advantage to this approach is that you'd likely wind up with a much more full-featured and/or domain-specific TODO list from a plugin. A native TODO panel would probably prove to be consistently missing features that an ambitious plugin author would be looking to add.

I like the idea, but I'm not totally sure how this would best be implemented: would one want the resultant HTML to use all inline styles, or to include a CSS <style> block before the HTML?

I guess the best would be to provide both options. But maybe this functionality would be better suited to be delivered as a plugin, since there may be other customizations users would want to make to the output.
I agree, some kind of manual "associate files with these extensions" function somewhere, maybe even just in the installer, would be desirable. 

Also, at least on my Win7 box, for some reason ST2 doesn't show up in the standard list of text editors where you normally see Notepad, Wordpad, et al. This might be another useful adjustment that the installer could make/guarantee for us.
FWIW, I tend to just leave ST2 open all the time as a compromise solution.
This can be done using shift + right-drag. Not sure if there's an exact keyboard equivalence, but you could use Ctrl+Alt+Down repeatedly, then Shift+Right to select the column of characters desired.
I believe what you are describing is actually a key differentiating feature of Sublime Text. Ctrl-clicking will get you multiple cursors which you can then use to make simultaneous edits. Hitting Esc will get you back to a single cursor.

Try these multi cursor tricks:

Highlight some text or cursor over a word that appears multiple times in a document, then press Ctrl-D repeatedly (or Alt-F3 once). Now edit them all at once.

Highlight a paragraph, then use Selection->Split Into Lines to get one cursor/selection per line. Now hit Home a couple times and start typing to prefix all the lines simultaneously with text.

This also works in concert with the Ctrl-F find function (Find All) and functions as a sort of "live" search-and-replace.

Just experiment, I think you will find many time-saving uses for this functionality, though it does take a bit to rewire your brain accordingly.