I played around this a little.
There is a problem with gnome-open -- it won't invoke the default web browser unless you specify a url.
That's a problem if you want to set up an icon or a shortcut that will always launch the browser that is set as default.
Other times you might need to set it as a parameter for some programs that require a link to a web browser and don't work well with gnome-open (e.g.: acroread).
You might solve this by using either x-www-browser or gnome-www-browser system links that you can set up through update-alternatives, but those are system wide settings, not user specific (and they are not synchronized with the values set through gnome-default-applications-properties.
All this can be solved by opening the sensible-browserexecutable (which is actually a script):
sudo gedit $(which sensible-browser)
and adding this at the beginning:
!/bin/bash
BROWSER=$(gconftool -g /desktop/gnome/url-handlers/http/command)
export BROWSER="${BROWSER//"\"%s\""/}"
That will make sensible-browser always launch the user-specified default web browser.
(I found out that gnome-default-applications-properties changes some gconf keys according to the browser that is currently set. The default browser value can be obtained from any of these keys so I went for /desktop/gnome/url-handlers/http/command and used it to fill the $BROWSER variable (the value is stripped of the "%s" part). )