Indeed. I use both. If I have to do something quick, I just open it in Sublime(chances are I have it already open because it's also my notepad) but if I need the full env I just fire up IntelliJ.
Sublime Text is a nice text-editor with bolted on pieces that bring it closer to an IDE, but it's not really "integrated" -- PyCharm does this all much better.
Sublime Text is a nice fast IDE for python.
So is PyCharm.
CWWFY (Choose what works for you)