Is there a way to configure PyCharm to be able to surround selected code with parenthesis by just typing on the parenthesis key, like when we use SublimText 2?
I think you want something like
Settings | Editor | General | Smart Keys ->
Surround selection on typing quote or brace
PyCharm 4.0 has the option to
Surround With..., by selecting your code snippet and pressing
ctrl + alt + T
Option 1 should provide you with the functionality you are looking for: