You can simply define your own commands. For Tab-Move-Out-Of-Math-Mode I would record a Macro: search for "$($)?|\]" and move cursor right Save this as a command, set the key to tab, and restrict the scope to "string.other.math.tex".
Since sub/superscript have not an own scope it will be not so easy to do the things you would like to do with them. But maybe the example above shows how things are working in Textmate.
For you other problem: I read somewhere that "a-esc" will cycle through commands starting with a, but I can't find it right now.
Regards,
Ruben