In my situation I installed Chromium and made it default. Before that Chrome was default browser.
I tried all I was able to do: setting Chromium default browser, changing gconf settings to run Chromium with %U variable (http://askubuntu.com/a/41085/94263), changing alternatives to use Chromium as default x-www-browser (http://askubuntu.com/a/24052/94263), but nothing helped, xdg-open opened new Chromium window with start-page ang couldn't open given link, sensible-browser opened Chrome.
I tried to purge Chrome (Chromium was automatically set as default and auto in update-alternatives) and install it again, because I need Pepper flash from there, and it became default x-www-browser alternative again, and again was open with sensible-browser command.
Then I've googled some pages and drew my attention on priority and also discovered that there is gnome-www-browser symlink in /etc/alternatives/ too and google-chrome was default there. Chrome had priority set in 200 and Chromium - 40. Google Chrome's priority is higher, so update-alternatives utility installs it as default web-browser automatically as "better version".
I've removed both Chrome and Chromium from x-www-browser and gnome-www-browser:
sudo update-alternatives --remove x-www-browser /usr/bin/google-chrome
sudo update-alternatives --remove x-www-browser /usr/bin/chromium-browser
sudo update-alternatives --remove gnome-www-browser /usr/bin/google-chrome
sudo update-alternatives --remove gnome-www-browser /usr/bin/chromium-browser
Then I've installed new alternatives with other priorities:
sudo update-alternatives --install /usr/bin/x-www-browser x-www-browser /usr/bin/google-chrome 40
sudo update-alternatives --install /usr/bin/x-www-browser x-www-browser /usr/bin/chromium-browser 200
sudo update-alternatives --install /usr/bin/gnome-www-browser gnome-www-browser /usr/bin/google-chrome 40
sudo update-alternatives --install /usr/bin/gnome-www-browser gnome-www-browser /usr/bin/chromium-browser 200
I don't know are '40' and '200' default priorities for all computers or you will have other numbers. It's better to look before by entering
sudo update-alternatives --display x-www-browser
sudo update-alternatives --display gnome-www-browser
Upd. I've tried to do the same things on completely different system, and priorities were the same as here.
Upd2. If you'll run google-chrome just once, it will change it's priority back to 200 but chromium-browser will stay as default.
This worked for me. Chromium was set up as default automatically and sensible-browser is launching Chromium. But still xdg-open is opening new blank window.