Open a terminal. Create a symbolic link to Sublime Text.
sudo ln -s ~/Sublime\ Text\ 2/sublime_text /usr/local/bin/subl
Edit sublime_text.desktop as explained at Ed Moore’s website and change the icon path to something cool like this one by Dan Pererra. I ended up having to convert the PSD version to PNG in Pixelmator due to the original format being ICNS for OS X. Then I moved it into the Icon directory within the parent Sublime Text folder.
sudo gedit sublime_text.desktop
Icon=/home/lance/Sublime Text 2/Icon/256x256/sublimetext-icon-dperrera.png
In a terminal navigate to the folder with Sublime Text files.
cd ~/Sublime\ Text\ 2/
sudo mv sublime.desktop /usr/share/applications
Afterwards, I dragged the icon to the Docky dock. One limitation of not installing through a PPA is file type integration; I haven’t figured out how to associate Sublime Text with text files to open automatically when pressed.