There are some points where I'm not that satisfied with ST:
I'm not very fond of with the Anaconda plugin (Python IDE-like features) for Sublime, especially I find it's intellisense-autocompletion to be slow, unstable and often unable to show the documentation for a function. But AFAIK Anaconda i the best Python plugin for ST.
I'd really like a build in debugger, like the one in VS Code.
VS Code is free... it's a minor problem, since I bought ST, but still...
And some points in favor of VS Code:
I've heard good things about the Python package for VS Code.
Juputer Notebook integration!
VS Code seems more extensible than ST. Sharing technology base with a lot of web-apps is must be an advantage when comes to enabling stuff like the Jupiter integration, without having major functionality break when a new version of the browser-based app is released.
I also believe that with time, the community of VS Code will grow larger than that of ST, so that's probably where I should be at. I've been following the ST package releases in my news-reader (Feedly, using RSS), and it seems to have slowed down quite a bit. Nowadays a lot of packages seems to be color schemes/themes, syntax-definitions or linter-plugins for specialized language... it could also be seen as a sign that there's already a bunch of nice packages out there which is simply continuously updated, but I also get the sense that "innovation" have stalled,and there's few attempts at doing stuff like Jupyter integration, and similar "workflow disrupting" stuff.
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There are some points where I'm not that satisfied with ST:
And some points in favor of VS Code: