In Gnome 3 in order to pin an application to the panel as a 'favorite' you need to have a .desktop file.
To do this for Sublime Text 2 you simply need to:
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Run gnome-desktop-item-edit to create a template like so:
sudo gnome-desktop-item-edit --create /usr/share/applications/sublime_text.desktop
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You will get a dialog to configure a new application launcher. Most of which required you to point things at where you have unpacked Sublime Text 2. For the command you need to specify $SUBLIME_HOME/sublime_text and for the icon you can pick on of the in $SUBLIME_HOME/Icons.
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Next start Sublime Text 2 and right click the Icon in the panel and click 'Add to Favourites'.
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You're done.