I want to change the default application starting when opening e.g. an mp3 file. Now the android music player starts when I open an mp3, I want e.g. spotify to start instead.
Settings -> Applications -> Manage applications -> Music player -> Clear defaults. This will clear the association between the Music player and MP3 files. Now, if you open an MP3 file, it will ask you what app do you want to use to open it, and you have the option of setting a new default app.
PS: This works with any application you have installed