How to change the default filemanager of the Cinnamon desktop?

To change the default filemanager you can edit the file ~/.local/share/applications/mimeapps.list

Don't know how to specify thunar but to use nemo over nautilus I do this:

thomas@localhost ~> cat .local/share/applications/mimeapps.list 
[Added Associations]
inode/directory=nemo.desktop;

Also if you are curious why the wrong filemanager is started if you click on a folder icon check the actual command the starter launches.

After resolving the issues (see comments) you also have to look in the file

/usr/share/applications/mimeinfo.cache

there you can change the filemanager also:

inode/directory=nautilus.desktop
inode/directory=nemo.desktop

From the Gnome section of the Arch Linux Wiki:

You can trick GNOME into using another file browser by editing the Exec line in /usr/share/applications/nautilus.desktop. See the correct parameters in the .desktop file of the file manager of your choice, e.g.:

/usr/share/applications/nautilus.desktop

[...]
Exec=thunar %F
OR
Exec=pcmanfm %U
[...]

The accepted answer did not work for me. I had to run:

exo-preferred-applications

On Utilities tab, there is a selection for File Manager.