Set macvim as default application after homebrew installation
I had the same issue. I moved MacVim.app to /Applications and then symlinked it into the Homebrew cellar directory.

mv /usr/local/Cellar/macvim/7.3-65/MacVim.app /Applications/  
ln -s /Applications/MacVim.app /usr/local/Cellar/macvim/7.3-65/