Is there some way to disable the dialogs shown when opening an application for the first time?
Solution 1:
You can simply open a Terminal window (/Applications/Utilities/Terminal.app) and run this command:
defaults write com.apple.LaunchServices LSQuarantine -bool NO
This will prevent downloaded files from being quarantined. Note that this needs to be run on a per-user basis. If you want it to apply to the whole system, run it with sudo and type your password:
sudo defaults write com.apple.LaunchServices LSQuarantine -bool NO
Password: <your password>