I mean that I never found the thing or a place to turn it on. That's why I stopped using Sublime Text 2; I found it's UX to be confused. (Or at least able to produce that feeling in me.)
I was kind of in the same boat; the UI is there, but the way to open a folder (compared to vim) is semi non-obvious. Project > Add Folder to Project.
Once you do that, you get the sidebar view typical of textmate, and the extremely handy Ctrl-(or Command, depending on platform)-P. Slap that combo, start typing in a file, and it'll filter out the one you want from within the project. It makes navigating around for snap edits very quick :).