https://askubuntu.com/questions/204823/how-do-you-change-the-default-document-viewer-to-okular
Well, none of the other answers worked on 14.04, Okular simply doesn't show up in the list. But this worked perfectly:
mimeopen -d myfile.pdf
It will give you a list of applications that can open the file, and will also update the default application for you.
$ mimeopen -d myfile.pdf
Please choose a default application for files of type application/pdf
1) Print Preview (evince-previewer)
2) Xournal (xournal)
3) MuPDF (mupdf)
4) Adobe Reader 9 (AdobeReader)
5) GIMP Image Editor (gimp)
6) Document Viewer (evince)
7) Other...
use application
Selecting one of these will set it as the default for application/pdf file types. You can easily set any executable to be the default by using the Other... option: