@EliahKagan Here's that self -answer in the LQP queue. An edit review would probably be best but I haven't looked in detail to see how it is best handled. I don't want to delete it though.
I'm going to cancel stars on and replace that comment with an identical new one so it can be refeatured (as they do with their links comment in Charcoal).
I think the comment and close vote on this question are reasonable, but, I think it would also be reasonable to interpret the question as asking how to install Sublime Text, and I can't seem to figure out how we are supposed to do that these days
This problem might occur if you are behind corporate proxy and corporation uses its own certificate. Just add "--no-check-certificate" in the command.
e.g.
wget --no-check-certificate -qO - http://pkg.jenkins-ci.org/debian/jenkins-ci.org.key | sudo apt-key add -
It works.
If you want to see what...
...I just checked, though, and that procedure works fine on 14.04, suggesting it should work on 15.04.
Searching the web for "gpg: no valid OpenPGP data found" turns up various possibilities, in general (not specific to Sublime Text). They're getting the URL for the key right so the problem probably has to do with gpg. If it's not caused by a proxy or Internet connection then upgrading may solve it, I guess, but there are other approaches.
With Ubiquity, it copies over the live environment and then fixes it up (for example, uninstalling some packages like Ubiquity itself). So I expect that uninstalling the applications one doesn't want before running Ubiquity would result in an installed system without those packages installed.