To me, this is the biggest mistake in Sublime. Alt+F3 is hard to reach/remember, and Ctrl+Shift+G makes no sense considering Ctrl+D is "add next instance to selection".
Add this to your User Key Bindings (Preferences > Key Bindings):
{ "keys": ["ctrl+shift+d"], "command": "find_all_under" },
Now you can highlight something, press Ctrl+Shift+D, and it will add every other instance in the file to the selection.