We all love sublime, but we do not love that the ftp was not applied to it. We can of course install the plugin but the remote sidebar take so much place, where the code should appear.
The solution is to use Cyberduck. It works like filezilla, but you can open all files with double click in Sublime.
But before, check your settings.
Tick the double key action and set Sublime as your default editor. You can also drag and drop new files easily, and all that stuff with just one application.