If you don't have SublimeText 2 yet I suggest you download and install the latest dev build from: http://www.sublimetext.com/dev. The dev build will give you updates every few days. After Sublime is installed you'll need to download the and install the ColdFusion Bundle and Snippets. I use Andy Jarrett's CFTextMate bundles at: http://cftextmate.andyjarrett.co.uk/, but there are other options. Indy Nagpal's ColdFusion SubLime Text 2 project looks to be another good one: https://github.com/indynagpal/coldfusion-sublime-text-2. The install process is quite easy, just copy the bundles into a folder in your "Packages" directory. On a windows machine this directory is located at %AppData%/Sublime Text2/Packages.
Let me show you a few reasons why I love this editor so much.
**Note: Justin Carter brought to my attention that I was using auto-complete all wrong in this video. It works great if you type a few characters then do ctrl+space. For instance in a cfscript block type in arr
Now lets take a quick look at creating your own snippets.
Charlie Griefer has a good post about Sublime over on his blog at: http://charlie.griefer.com/blog/2011/10/19/sublime-text-2/
Nettuts has a great tutorial on "Sublime Tips and Tricks" at http://net.tutsplus.com/tutorials/tools-and-tips/sublime-text-2-tips-and-tricks/
Lastly the narvenblog has a good list of favorite Sublime Text 2 shortcuts: http://www.narvenblog.com/2011/09/20/sublime-text-2-shortcuts/