Using the vintage mode without the block cursor is annoying. It's really hard to see when you are in command mode and when in insert.
I'm using this block cursor plugin https://github.com/netpro2k/SublimeBlockCursor but it has some bugs where the cursor remains as a block until you write something.
This is actually what I'm using, though I've modified it some to work outside of vintage mode, which also seems to have eliminated most of the problem (I may have done more to it as well, I can't really remember now). The only time the "block" disappears now is when the cursor is at the end of the file, because there's no white space after it to highlight (which is logical).