Finally I got it:
Add this to your .bash_profile

    function foomagick() {
        rm -f ~/.foomagick.tmp
        ls /Applications/ | grep "\.app" | grep -v iWork | while read APP; do
            # clean it up                                                           
            a=`echo $APP | sed s/\ //g`;
            a=`echo $a | sed s/\'//g`;
            echo alias ${a%.*}="'open -a \"${APP%.*}\"'" >> ~/.foomagick.tmp
        done
        source ~/.foomagick.tmp
        rm ~/.foomagick.tmp  
    }
    foomagick()

Now the following work:

    Skim # open Skim.app
    Skim foo.pdf
    FireFox http://google.com
    FireFox google.com # ERROR. Looks for local file.