It sounds like Paste and Indent is what you're after: Command+Shift+V, or some users prefer to just bind this to Command+V, a la TextMate.
edit: if anyone is curious,
Preferences > Key Bindings > Default [edit: should use User as noted below]
ctrl+f paste, and change
{ "keys": ["super+v"], "command": "paste" },
{ "keys": ["super+shift+v"], "command": "paste_and_indent" },
{ "keys": ["super+shift+v"], "command": "paste" },
{ "keys": ["super+v"], "command": "paste_and_indent" },Using the user file has two advantages:
First, you avoid mishaps when some future version makes changes to the default bindings file.
Second, you can quickly check what are your non-default settings.
This goes for all preferences files in Sublime. Any declarations in the User file overrides Default settings, and Default settings are overwritten on any upgrade. This caveat has bitten me quite a few times with my packages in Package Control.