It wasn't particularly clear that you were only having problems with AVI's.
Given that you did not mention anywhere in your original post the correct way for setting a default application in OS X, I assumed that was the root of your problem.
So when you do it the way I suggest above, does the icon on your AVI files change to that of VLC or is it still showing the QuickTime icon?
File associations as the responsibility of Finder and have nothing to do with QuickTime or any other system settings. You could tell Finder to open AVI files in TextEdit if you really wanted to and it would blindly obey you - therefore, I don't really understand why you are having the problem you say you are.
Just to be absolutely clear, you are doing 'Right Click, Get Info, Open With, Change All'?