Mac: Previewing a document in Mac OS X Lion using Quick Look? Want to open it in an application instead? You don't have to use the default application that Quick Look suggests in the top righthand corner of the preview window. Just click and hold down on the "Open with..." button to see several available options.
That's basically all there is to it, but check out the video above for a demonstration. This works with pretty much any file, but your options will be limited to apps that Mac OS X knows are capable of opening the file. In most cases this will include everything, but it is not a guarantee. You'll need to open the file the old-fashioned way if you don't, but it's unlikely you'll run into that problem.