Often after downloading a file, I try to open this from the notifications page, only for the wrong app to open it. Since I've clicked on it the link has disappeared. Now I have to go through tonnes of menus to find the file! Is there a quicker way?
From the home screen, click the "all apps" button, then there's an app called Downloads. By default, downloads are sorted most-recent-first, so the one you've just downloaded will be at the top.
If even that method is one step too many, you can long-tap on the Downloads icon in the apps menu, then drop it on the home screen to create a shortcut to that app. Now you can open it from the home screen directly.
Additionally, if the wrong app opens a certain kind of file, you can stop that and go back to having a chooser to pick which app to open files with. Open the Settings app, then go to Apps (on some phones it's called Applications manager). Choose the offending app from the list: if it's a built-in app, you'll need to swipe to to the All page. Scroll down and click Clear defaults. Next time you open a file that would open with that app, you'll get the chooser instead (assuming you have another app installed that can open that kind of file).