As you may know, if you have a troublesome file that keeps trying to open with the wrong program, you can change that setting. To do that, select the file, press Command-I (File> Get Info), and then look for the section labeled "Open with."
Pick the correct program from that drop-down list, and you're golden. You can even use the "Change All" button there to start opening all PDFs in Preview instead of in Acrobat, for example.
Similarly, as I've pointed out before, you can also drag files onto Dock icons to force them to open with different programs without changing their default behavior. Or you can right-click and choose "Open With" from the contextual menu, which will change to "Always Open With" if you hold down the Option key.
AAAAAA! Too many choices! You see, this is why my tips are always so long. Yeah, it's Apple's fault.
Anyway, one method I've started using a lot lately instead is dragging the applications I "open with" most often to Finder's toolbar.
Then I can drag any file to those shortcuts to use them.
I mean, I'm almost always in a Finder window anyway when I'm going through my stuff, right? So this is faster for me than dragging down to a Dock icon or using the "Get Info" or contextual menu options. I like it a lot.
Another neat way to use this is with Terminal. Put that application in your toolbar, and any folder you drop on it will open as the working directory in a new window.
(That'll work with the Terminal's Dock icon, too, if you're not a fan of the toolbar idea.)
If you'd like to remove an application shortcut (or a folder or file) from your Finder's toolbar, just hold down Command and drag it out, and it'll vanish in the familiar puff of smoke.
I use this most often, I'd say, to open PDFs in Preview rather than Acrobat. Acrobat is my default, but sometimes I just want to add an arrow to a screenshot or something quick like that, so Preview is perfect. And of course, once your application icons are in Finder's toolbar, you can use them just like you do the Dock—click 'em once to open the programs. Heck, I suppose that if you wanted to, you could turn Finder's toolbar into a little mini-Dock.
I have no idea of why anyone would ever want to do that, but you could.