Select a file and then use File > Info or contextual click on the file and select Info. You'll have a dropdown menu to change the default app from Prevew to Photoshop. You may need to repeat for other formats.
Right mouse click on a file and choose "Get Info". In the "Open with" section is a dropdown that allows you to choose a different application. Below that is a "Change All" button that states "Use this application to open all documents like this one."