I found some guides which did not work for me. Here are steps which worked for me:
1. Download tarball from http://www.sublimetext.com/3 into your home directory.
2. Unpack (alter name as per your build version):
tar -xjvf sublime_text_3_build_3059_x64.tar.bz2
3. Move to desired destination, /opt is default:
sudo mv sublime_text_3 /opt
4. Update below file with your favourite editor, I use vim:
sudo vim /opt/sublime_text_3/sublime_text.desktop
In your editor change the occurrences of “/opt/sublime_text/” to “/opt/sublime_text_3/”. If you installed sublime into different directory than /opt, then you need to update /opt part as well.
Also change Icon entry :
5. Create symlink so you see the editor in your desktop GUI (Gnome/XFCE)
ln -s /opt/sublime_text_3/sublime_text.desktop /usr/share/applications/