to second what Aaron said, unless you need additional modules beyond the distribution included with ArcGIS, it's likely simpler to stick with one.
In either case, i don't see why you can't use sublime - or any text editor for that matter. After you save your script, simply open a command prompt (start -> cmd) and change directories to the location of your script
cd myDirectory. Then use
This will at least run one version of python - which version may depend on which one was installed last. But, typing
python and hitting enter should give some indication which version you are using (python, or the distribution that is included with arcGIS).
there are several posts, but perhaps starting here and perhaps another regarding how to install other python distributions and get them to work with arcpy.