I'll only list those I find useful. See Sublime Text Unofficial Documentation‘s list for a more comprehensive list.
<C-Down>: move up ↑ / down ↓ without changing cursor position.
<C-g>: go to line number
<C-p>: go to other files
<C-S-p>: show Command Palette
Searching / Replacing
As usual, support custom selection range and regular expression as expected. Transformations preserving cases are possible.
<F3>: jump to next matching word
Editing / Selection
<F6>: toggle spell check
<S-C-F6>: next / previous spelling mistake
<C-S-Enter>: insert empty new line below / above current line. Works like
<C-S-Down>: swap current line up ↑ / down ↓
<C-S-d>: duplicate current line
<C-S-k>: kill current line
<C-KK>: kill from cursor to EOL, like
<C-l>: repeat select line and move cursor to the beginning of next line
<C-]>: unindent / indent current line, like
<C-j>: join current line with the the next line, like
<C-/>: toggle comment
<C-y>: repeat last keyboard shortcut, like
<Alt-q>: Hard wrap line according to ruler settings, like
<Alt-S-Down>: column selection up / down.
<Alt-F3>: select all instances of word under cursor.
<C-d>: repeat select word, useful when used multiple times or with
<C-S-l>: select highlighted lines and move cursors to the end of lines. Use
<C-k><C-b>: toggle folder sidebar (thanks to Itay K .)
The User Settings file, written in JSON, can be opened with Sublime Text > Preferences > Settings – User. After changing the file, restart it to apply the changed settings.
Expand tabs to spaces
At the right-bottom corner, there's a “Spaces: [num]", where “[num]” represents your tab width. Click on that to open a popup menu. You may click “Convert indentation to Spaces/Tabs” at the bottom. The appropriate choice at the top will be automatically made.
To make this preference persistent, you may set
Tabs should be avoided in source code and text files unless necessary. (say, Makefile)
↵ Ensure an empty line at end of file
To avoid missing newline at EOL, one can add one simple line to the user preferences.
Set vertical ruler
Ross Allen , it can
be done by adding
"rulers":  in the User Settings.
<C-S-p> and type Package Control to see a list of available options.
Sometimes useful. I can get some of the shortcut prefixes only.
Enables some HTML-like autocompletion in Markdown and syntax highlighting, say
/→ complete tag