@ ya sublime2 has a cool little script called MayaSublime, than it is pretty easy to get autocompleation working for the pyhton maya.* moduals, with the skeleton *py files that are in the maya directory.
i do pretty much the same setup, but im a little old school and use gvim, and one of my own scripts for it to get that functionality.
EDIT:
here is the path C:\Program Files\Autodesk\Maya2012\devkit\other\pymel\extras\completion\py it just contains a ton of empty functions and methods, for all the existing pymel, cmds and openmaya stuff so any editor can autocompleat methods from it.