Do halogens bond more commonly with each other or themselves?
There's a lot of circumstantial evidence that heterodiatomics are more stable than homodiatomics. It is usually ascribed to the observation that atoms of different "electronegativity" tend to have stronger bonds than atoms of the same electronegativity.

In your particular example, consider the reaction:

$$\ce{Cl2 + F2 -&gt; 2 ClF}$$

I don't have the tables handy, but I calculate with electronic structure theory that this reaction is exothermic by about 25 kcal/mol. That's quite a bit! (The equilibrium lies far to the right.)

This would suggest that a mixture of Chlorine and Fluorine, heated up to very high temperature and then cooled down, would tend to reform as ClF.