Android: Start Activity from preferences.xml

I was having the same issue. I got this working by only declaring the action in my AndroidManifest.xml, as such:

<manifest xmlns:android="http://schemas.android.com/apk/res/android"
      package="com.example.myapp" android:versionName="1.3" android:versionCode="4">

...

    <activity android:name=".activities.MyActivity" 
              android:label="@string/my_activity_title"
              android:theme="@android:style/Theme.Black.NoTitleBar">
        <intent-filter>
           <action android:name="com.example.myapp.activities.MyActivity" />
           <category android:name="android.intent.category.DEFAULT" />
       </intent-filter>
    </activity>

Then in my Preferences xml file:

<PreferenceCategory
        android:title="@string/my_activity_title">
    <PreferenceScreen
        android:title="@string/my_activity_title" 
        android:summary="@string/my_activity_title">
        <intent android:action="com.example.myapp.activities.MyActivity"/>
    </PreferenceScreen>
</PreferenceCategory>