I don't know if you're using the Monokai colour scheme, but if you are you'll need to hack it to make the EE tags go purple - just add the word 'constant' on line 96 of ~/Application Supprt/Sublime Text 2/Packages/Color Scheme - Default/Monokai.tmTheme like this:

The end result should look like this:

Edit to add that I'm now using the Spacegray Eighties theme which I prefer a bit. However by default the EE tags will be a very similar orangey red colour to any HTML markup. To improve that and turn the EE tags blue you need to edit line 240 of base16-eighties.dark.tmTheme
to change the color of the 'Constants' entry to #6699cc - The end result would then look like this: 
Further edit to add that in ST3, the path to the file you need to change is now ~/Library/Application Support/Sublime Text 3/Packages/Theme - Spacegray/base16-eighties.dark.tmTheme ... Alternatively you can install Package Resource Viewer to get there directly in ST: https://github.com/skuroda/PackageResourceViewer