The easiest way would be to right click on the file, choose "Open with other Application", and then choose VLC from the list provided:

If the application you want to use is not in the "Recommended Applications" list, click on "View All Applications" and then you should see "VLC media player" so long as it is installed on your system. This works on a per-file-type basis, much like it does in other operating systems.

Another option would be to set VLC as default for video in the "Default Applications" section of the Settings application:

Here you can set the applications that you would like for specific mime groups. This will override any file-specific rules you may currently have in place, though.

Hope this gives you what you need.