How can I have a double-click on a word which contains a hyphen (dash) in Sublime Text 2 select the entire word, not just one part of the word delimited by the hyphen?
As @Nate Pinchot stated, it's better to add the "word_separators" key to the User Settings. In case of updating Sublime Text the changes in Default Settings will be reset.
Go to Preferences > Settings ̶ Users and add between the outermost {} brackets:
// Characters that are considered to separate words, here without hyphen
"word_separators": "/\\()\"':,.;<>~!@#$%^&*|+=[]{}`~?",
Don't forget about the comma at the end if it's not the only or last key added.