Although it'd be nice if Sublime came with autocomp out of the box (or at least an easier way to config it), the options are there. The blog I followed to set it up is http://urbangiraffe.com/2011/08/15/sublime-text-2-for-php/. It does make ST a bit more resource intensive than the vanilla version, but it is still loads lighter than Eclipse and also a small footprint on any modern machine.

Save yourself the time and skip the Soda UI part of the blog post