Unfortunately, Nikita's answer didn't work for me, but I noticed that I only had problems when using symlinks to Sublime Text and not when using the "real" path to the executable. Then I tested with an alias; lo and behold, it works.
Add one of these to your alias or rc file (usually, bash_rc tests if .bash_aliases exists and automatically includes it)
alias subl="/opt/Sublime\ Text\ 2/sublime_text -w"
alias sublime="/opt/Sublime\ Text\ 2/sublime_text -w"
However, if you want to use it in something that uses another shell, particularly Bourne shell, you'll have to exchange the backslashes and wrap the executable in single quotes; example from .muttrc:
set editor = "'/opt/Sublime Text 2/sublime_text' -w" # Use Sublime Text 2 to compose email.