Become a MacRumors Supporter for $50/year with no ads, ability to filter front page stories, and private forums.
Select any file which is of the file type you want to work with. EG, lets say you want to make a gif image always open in Photoshop. Command-i (or right click and choose get info) on any .gif file. In the info box that appears you'll see an 'open with' section. Now just choose the chosen app, Photoshop in this case, and click 'Change all'. Now all gif files will open in Photoshop. Simple!
 
Register on MacRumors! This sidebar will go away, and you'll see fewer ads.