Main advantage for me is that Sublime Text 2 is almost the same, and has the same features on Windows, Linux and OS X. Can you claim that about Notepad++? It makes me move from one OS to another seamlessly.
Then there is speed. Sublime Text 2, which people claim is buggy and unstable ( 3 is more stable ), is still amazingly fast. If you use it, you will realize how fast it is.
Sublime Text 2 has some neat features like multi cursor input, multiple selections etc that will make you immensely productive.
Good number of plugins and themes, and also support for those of Textmate means you can do anything with Sublime Text 2. I have moved from Notepad++ to Sublime Text 2 on Windows and haven't looked back. The real question for me has been - Sublime Text 2 or vim?
What's good on Notepad++ side - it loads much faster on Windows for me. Maybe it will be good enough for you for quick editing. But, again, Sublime Text 3 is supposed to be faster on this front too. Sublime text 2 is not really good when it comes to handling huge files, and I had found that Notepad++ was pretty good till certain size of files. And, of course, Notepad++ is free. Sublime Text 2 has unlimited trial.