Sublime Text comes with a built-in special character encoder. Select the text you want to encode, press Ctrl+Shift+p and enter HTML: Encode Special Characters .
If this is not enough and you want to get the actual autocomplete, you can add HTML to the autocomplete list. Go to "Browse Packages" in the main menu, then edit the HTML/HTML.sublime-completions and add autocomplete to the end of the autocomplete list.
Matt york
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