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While playing with XFCE (more on that later) I was searching for a tool equal to gnome-open. Gnome-open can be used under Gnome to open files etc in the preferred application. While Googling I found not one, but two tools in various blogposts and forum messages: xdg-open and exo-open. I tried both, and both did the trick.
So that left me wondering: what's the difference after the two? Googling didn't really give a useful answer.
Yesterday I found the answer, by accident: exo-open is the tool from XFCE to open files etc in your preferred application, similar to gnome-open, under Gnome, and kde-open under KDE. xdg-open is a shell-script which works independent from the desktop-environment. It will inspect your environment and if it can detect that you are running Gnome, KDE, XFCE or LXDE it will use the correct tool from your Desktop Environment (such as exo-open under XFCE). If it can't detect your environment it will try to open the file itself. So basically, if you know which Desktop Environment you are running, you can use the tools which comes with your DE. If you're uncertain, or you are writing a script which should work across different Desktop Environments, use xdg-open. Or simply always use xdg-open.