Been struggling with this for a little while.
Sublime Text 2. Every time I load a shell script it displays as plain text and I have to re-set the display to Shell Script (Bash).
Was having the same trouble with Rails file.css.scss but found ST supports sass files. I hoped for the same for Shell Scripts but haven't figured it out.
-Thanks!
EDIT
Upgrading to Sublime Text 3 seemed to have solved the problem, and the other answer suggested here seems like it would have solved the problem if the upgrade hadn't. I removed the she-bang from the script and it was loaded as plain text, replacing it loaded as shell script. Apparently ST3 added recognition of the she-bang.