Igor: Have you tried setting the tab character to "┊"? I find that this is a very good indent guide when using tab-indented files.
Yep, that's exactly what I'm using when I have tab-indented files. But for the last year I've been working with space-indented files.
There was a hack mentioned some time ago that involved creating a grammar that would highlight odd indentation columns.
But it broke the syntax highlighting in some other grammars like HAML, so I had to discard it.