I would still use Vim if it had a decent multi-caret support just like Sublime. I want alt + shift, I want ctrl + click, and I want it to just work.

If you're looking for multi-cursor support, you might want to take a look at https://github.com/martanne/vis. It doesn't support ctrl + click, but I find ctrl + n and ctrl + j go a very long way. For anything more complex, vis supports structural regular expressions.[^1] Those work for both replacement (as is customary) and for multi-caret text selection.

[^1]: These structural regular expressions took me a bit to get used to, but by now I really like the concept.