Problems saving changes to /etc/sshd_config
Using sudo on the open command doesn't do anything particularly useful -- the actual program still gets run under the user's regular identity.  To solve this, make sure TextEdit isn't running, then do:

sudo /Applications/TextEdit.app/Contents/MacOS/TextEdit &amp;
open -a "TextEdit" /etc/sshd_config


The first command runs TextEdit as root; the second tells it to open the file.  After this, you should be able to edit &amp; save changes.  When you're done, be sure to quit TextEdit (or it'll keep editing files as root).

Alternately, use TextWrangler (or its even-more-capable-but-not-free sibling, BBEdit).  It handles saving files as root automatically, as well as having easy ways to edit invisible files.  I much prefer it for editing config files and the like.

EDIT: Be sure to get the version of TextWrangler from the Bare Bones Software web site, not the version from the Mac App Store -- the App Store version has the save-as-root feature removed to comply with Apple's rules.