I have just created a syntax definition for Sublime Text 3 that slightly extends the wonderful Academic Markdown, which is itself an extension of Markdown Editing. All that I have added is a definition for my own wiki-style links. As an example, the link syntax looks like this: [[Philebus - Four Kinds]]. With the color scheme that comes with Academic Markdown this gives the links a nice blue:

The whole thing is rather long, so I’ll just provide a link to the gist. Save this as a file in your Sublime Text User folder and you should be able to set this as the default syntax for all files with the .md extension (or whatever you use).