I use ssh + tmux + emacs. Security policy states no local copies of development files are allowed at my workplace without special authorization, which I never bothered asking for.
Migrated my emacs configuration to the remote server as a git repository, along with any programs that aren't available (e.g. git, which I use for unofficial code; official code is managed via perforce). Use GNU stow to move those configurations and binaries to the right places. If I need to move non-confidential information around I collect it in an emacs buffer and then use M-x compose-mail to send it out. The home directory is an NFS mount so I can also mount my home directory and exchange files that way. Etc, etc.
I also set up a lightweight Arch virtualbox VM that I SSH out of, because I really don't like the available Windows terminal applications, and every so often I need a local Unix box for some random reason.
A lot of my coworkers use Sublime and remote file editing, but I work faster when using Emacs (comint-mode is a godsend). We mainly work in Perl, Javascript, and HTML so none of the bigger IDEs are really appropriate.
Edit Since people seem more interested in the Sublime workflow, I asked for a few more details. Coworker replied:
"Sublime SFTP [...] you might want to mention that the only advantage to SFTP over remote mounting the server is the save time, as with SFTP, you save local and push in the background, meaning frequent saves don't constantly stall workflows. Otherwise, there is no real advantage over just mounting directly."
It is worth noting that he is working on a Mac, which has some severe bugs [1] when it comes to NFS mounts, and Samba has some latency issues in this instance.
[1] https://www.google.com/search?q=nfs%20slow%20mac