Auto-convert tab to 4 spaces in TextWrangler?

For docs that already exist you have to hit the "Text Options" button in the top of the editor window of the open document. In older versions, it's the button that looks like a "T" with a light switch next to it; with newer versions, it's a gear "⚙" icon. In that drop down there is the "auto-expand tabs" as well.

in version 4.5.5, there is 'Text -> Detab...', which pops up a requester for how many space per tab, preset for 4.

Go to "Preferences" -> "Editor Defaults" -> "Auto-expand tabs," and then set tabs to 4 spaces. Then restart TextWrangler for changes to take place.