A supplement to the Brushing Up Science post: Invest in a good text editor
I use both Matlab and Sublime Text. Although I edit m-files in Sublime, when I run the file or evaluate lines, I do so in Matlab. Detailed below is how I achieve this in such a way that if I want to run the file or evaluate the selected lines, I simply press Shift + Enter.
This example works for Linux using Autokey. For Windows instructions, click here