Mark current Line, and navigate through marked lines

Yep! Go on the menus to Preferences>Key Bindings - Default this is a file with all the default key bindings. Read the whole thing! (lots of goodies) Here is a cut and paste of the bookmarks info (linux), which should be self explanatory.

{ "keys": ["f2"], "command": "next_bookmark" },
{ "keys": ["shift+f2"], "command": "prev_bookmark" },
{ "keys": ["ctrl+f2"], "command": "toggle_bookmark" },
{ "keys": ["ctrl+shift+f2"], "command": "clear_bookmarks" },
{ "keys": ["alt+f2"], "command": "select_all_bookmarks" },

Actually, you can. Here's the menu screenshot from a mac. I hope this helps.

Sublime text2