Sublime 3 lets you install packages that assist in your development through auto-completion etc. If you do WordPress development, WordPress Completions by Kallookoo is pretty awesome.
Of course, if you are running on Windows, nothing is ever simple and set up from the get go.
In order to install WordPress Completions you need to have the Sublime Package Installer running. There are some great instructions by Adam Johnson Design which helped me a great deal, combined with my ability to read an error in the command line.
Very short summary of the instructions:
Make sure that you have Git installed (not just the GUI)
Run command prompt as administrator (right click on it in the start menu and select ‘Run as administrator’)
Run the change directory command until you are in the base directory (usually c:\\)
Change the directory to your roaming app directory (cd users\your_windows_username\AppData\Roaming\Sublime Text 3
Run the command git clone https://github.com/wbond/sublime_package_control.git
After that you should be able to open Sublime 3, navigate to preferences >> package control >> install package and search for WordPress Completions.
Make sure that you restart sublime and then you can open a php file and a php tag, type wp- and autocomplete options should appear.