This has been working great. Whenever I save a file, it tells me immediately if there are any problems. Since I already have the file open with my recent changes, I can easily fix things up and re-save. There's no waiting for some monolithic build process to generate a report, which I may or may not pay attention to, or context switching between tools and screens to find the source of the problem. I set several options so it won't complain about typical NodeJS styles, and I make sure I get the "OK" when I save things. It keeps things very simple and as a result my code is all fully JSLint-ed.
If you have node installed, then all you need to do is install this package in Sublime Text. The install guide is on GitHub here:
Update (22/01/2013): This package used to require the node-jslint module, but this didn't work well for Windows users. So I've added jslint directly into the package, and now the only dependency is to have node installed.
Update (13/05/2013): Jan Raasch added a bunch of cool features, like being able to lint an entire directory, and made some of the preferences easier to configure.