Choose the file (any file of the type) you want to open in VLC, bring up the Info window (cmd-I or File -> Get Info), under Open With: choose VLC, then click the Change All... button. Edit: Too slow on method 1... 😱
Repeat for other file types (or mark several different filetypes and use opt-cmd-I to open the Multiple Item Info window, then choose VLC and press Change all from that window).