It's probably a little bit late but I'd still like to share my experience...
Now I'm using Sublime Text 2 and using Scheme fine.
First install the package "Scheme" through package control.
Then install the package "SublimeREPL" (for Sublime Text 2).
Then you should have a fully functioning Scheme environment in your Sublime! Syntax highlight is good, and use SublimeREPL for a interactive Scheme prompt.