Sublime text allows you to quickly convert selected text to upper case or lower case.

To convert to upper case: In quick succession, hit Cmd–K then Cmd–U (Mac) or Ctrl–K then Ctrl–U (Windows). 
To convert to lower case: In quick succession, hit Cmd–K then Cmd–L (Mac) or Ctrl–K then Ctrl–L (Windows).
You can also convert to title case by choosing Edit > Convert Case > Title Case (there’s no keyboard shortcut).