To set a default browser, make sure that a .desktop file exists for your preferred browser. I'll be setting Mozilla Iceweasel for this example:

$ ls /usr/share/applications/iceweasel.desktop
iceweasel.desktop

Assured you have the file, run:

$ xdg-settings set default-web-browser iceweasel.desktop
# Test that it works
$ xdg-open "http://example.com";