How to open a file in the same display I am working it?

The behaviour you describe (opening the window on the current screen) should be the default behaviour, On my 14.04 it is like that.

Due to minor incompatibilities with some graphics driver/GPU combinations, "peculiarities" might occur in some cases. If there is no "clean" option available (fix), you can use the workaround below.
It exists of a background script, looking for new windows to appear. In case a new window exists, the script compares the window position to the current mouse position. If both the mouse and the new window are not on the same screen, the window is moved, using the xdotool windowmove` command.

Is a background script a bad idea?

If you do not need a background script, don't use it.
At the same time: if it adds important functionality and/or saves you time, It would be silly not to, if the script is well organized and therefore "low on fuel".

As a reference: on both my laptop and my Desktop, I constantly run at least 5 background scripts + occasionally some additional ones for testing purposes, without any notice.

What is done to save fuel:

1. The script has a variable loop cycle
   Once per 10 seconds, the script checks for the second screen to be connected. If not, the script skips the whole window check- procedure and re- checks after 10 seconds. This means that the script only acts if a second screen is attached. Once a second screen is connected, within 10 seconds, the loop is changed to a period of 2 seconds.
2. All (next) actions the script takes are conditional
   e.g. the mouse position is only checked if there are new windows etc.

All together, on my system I could not notice nor measure any additional load, as a result of the script.

The script

#!/usr/bin/env python3
import subprocess
import time

def get(cmd):
    try:
        return subprocess.check_output(cmd).decode("utf-8").strip()
    except subprocess.CalledProcessError:
        pass

def screen_limit():
    screendata = [s for s in get("xrandr").split() if s.count("+") == 2]
    if len(screendata) == 2:
        return int([s.split("x")[0] for s in screendata if "+0+0" in s][0])

wd1 = get(["wmctrl", "-lG"])

t = 0
while True:
    time.sleep(2)
    # once per 10 seconds, check for a second screen
    if t == 0: 
        while True:
            rightside = screen_limit()
            # if no second screen, skip the procedure
            if rightside == None:
                time.sleep(10)
            else:
                break
    wd2 = get(["wmctrl", "-lG"])
    # check for buggy wmctrl
    if all([wd2 != None, wd1 != None]):
        wins = [w.split() for w in wd2.splitlines()]
        # check for new windows
        relevant = [w for w in wins if not w[0] in wd1]
        if relevant:
            # if new windows appeared, see if they match the mouse pos
            mousepos = int(get([
                "xdotool", "getmouselocation"
                ]).split()[0].split(":")[1])
            for w in relevant:
                check = [mousepos < rightside, int(w[2]) < rightside]
                if check[0] != check[1]:
                    # if mouse and window are not on the same screen > move
                    if check[0] == False:
                        cmd = ["xdotool", "windowmove", w[0],
                            str(int(w[2]) + rightside), w[3]]                    
                    else:
                        cmd = ["xdotool", "windowmove", w[0],
                            str(int(w[2]) - rightside), w[3]]
                    subprocess.Popen(cmd)
    wd1 = wd2
    t = 0 if t == 10 else t
    t += 1

How to use

1. The script needs both wmctrl and xdotool. Run in a terminal:

   sudo apt-get install xdotool wmctrl
   

2. Copy the script into an empty file, save it as move_windows.py

3. Test- run the script by the command:

   python3 /path/to/move_windows.py
   

4. If all works as expected, add it to Startup Applications: Dash > Startup Applications > Add. Add the command:

   /bin/bash -c "sleep 15 && python3 /path/to/move_windows.py"