[m4rkuskk]

Pressing Ctrl-K,D to skip an entry is quite cumbersome, especially if you missed an entry and there is no way of undoing the last selection.

[JeanMertz]

Ctrl/Cmd-U is a "soft undo" that undoes your last selection. I agree that Cmd-K,D isn't ideal, but that, combined with Cmd-U works perfectly.

[chr1]

Cloud9 have a nice solution for that, ctrl-alt-left/right to select next previous and same with shift to not keep last added selection. This way you can even skip some words in the middle. I've tried to make a plugin for this, but sublime doesn't keep the order in which ranges were added.