Dreamweaver has it built into the program and one of the main reasons I still use Dreamweaver. I moved to using Transmit which really helps speed things up but I want SFTP built into ST2. Good news is you can read this great article and figure out how to do it.
One of the reasons people love Coda so much is the way you live update your site with the built in FTP. Now you can do it in ST2 too!