Today I was surprised to see a GTK-3 application opening an HTTP URL with Opera. I don’t use  Opera and I just installed by curiosity long ago and forgot about it.  I configured the Debian alternatives however GTK-3 seems to use xdg-mime as confirmed with an strace of the concerned application and references to /usr/share/applications/defaults.list. Note that you may have to create a symlink for defaults.list to /usr/share/applications/mimeapps.list.

You can use the xdg-mime command to configure the default application for each protocol:

$ xdg-mime default chromium.desktop x-scheme-handler/http
$ xdg-mime default chromium.desktop x-scheme-handler/https

You can also configure this manually by editing /usr/share/applications/defaults.list.  Just add these two lines:

x-scheme-handler/http=chromium.desktop
x-scheme-handler/https=chromium.desktop

In the [Default Application] section. Thunar and Chromium also use this so you can configure them to open PDF and handle Skype calls properly. See:

[Default Applications]
x-scheme-handler/http=chromium.desktop
x-scheme-handler/https=chromium.desktop
x-scheme-handler/skype=skype.desktop
text/html=chromium.desktop
application/pdf=mupdf.desktop

This should do the trick. You can get the list of available MIME types with this command (note that the path depends on the location of the shared-mime-info database):

find /usr/local/share/mime -name "*.xml" -exec cat {} \; |g -E -o "type=\".*\"" | sort | uniq

Otherwise you may also use the dconf-editor from the dconf-tools package or gconf-editor to configure GNOME-2/3 default applications. With gconf you should search the following keys:

/desktop/gnome/applications
/desktop/gnome/url-handlers

With dconf instead you should search for:

/desktop/gnome/url-handlers
/org/gnome/desktop/applications