I am getting so used to opening files with recentf-mode so I decided to 
see if it could be conveniently used for any files.

It looks quite easy to do so, at least on w32. I have attached an example.

However one thing that surprised me is that there is no file name 
handler for web URLs. (I am using Firefox.) Am I missing something? Is 
there perhaps such a file name handler? Or is there any obstacle against 
having one for opening web URL in external browsers?