I use Stata for data analysis. Unfortunately, Stata's do file editor is very simple and limited in what it can do. I am currently using Sublime Text as a text editor for Stata, LaTeX, and plain text. A few of the benefits of Sublime are the capacity to edit multiple lines at the same time, sort lines alphabetically, customize key bindings, etc. Moreover, Sublime contains a package called Vintage that increases text editing speed by making available efficient shortcuts that substitute for the use of mouse and keyboard arrow keys.
In order to make Stata run do files that are open through Sublime Text, I am using a package called StataEditor. StataEditor provides additional benefits, such as auto completion of Stata functions, commands, and database variable names. When using Sublime Text with StataEditor, the syntax highlighting is based on the color scheme selected in Sublime Text. If you are like me and are used to the Stata syntax highlighting, you can download below a Sublime Text color scheme that I developed to reproduce the colors used by Stata's do file editor. The compressed file contains the color scheme file and a README file with instructions on how to install the color scheme. If you have any issues, please contact me.