Hello guys. Thank you for all your answers. I've been in shops today where I could compare both. Well actually the 950 was functional and the 950 XL was just a mock-up, but at least I could hold it in my hand to have an idea. The 950, even before anniversary update, runs very well and everything is snappy. I couldn't try Continuum though.
I have decided for the 950. As I said I have small hand and even without using the 950XL, it already felt quite uncomfortable in my hand. Just to hold it I had to stretch my hand a bit. I think the 950 is the maximum I could have in terms of size to be able to use it comfortably, even double-handed. It could be a bit higher but not wider - I have tried the 5.5" galaxy S7 Edge and I was fairly comfortable with it but the S7 Edge is just like the 950 in wideness, it's just higher. The 950 XL is just to wide, which is why I had to stretch my hand just to hold it.
So, for this physical reason, I will go for the 950 despite the fact it's probably less future-proof. But if it's updated and runs well until the end of 2017, as you say, that would already be enough for me, that's a year and a half and after all if it runs well I could even keep it longer if I wanted to (I have kept my 920 for three years before switching to Android OnePlus X in November - which I don't like as you can see). Obviously I hope that in a year or a year and a half, whether it's a Surface Phone or a phone from any OEM, very good phones with W10M will exist (and W10M will probably have improved by a lot) and I will be able to upgrade at this point. If not well...I'll see in due course.
Overall, I found the 950 very good. It's snappy, apps launch very fast even on that device used and turned-on all day in the shop, the screen is great, the camera will be great as well (couldn't properly test that). And I actually like the on-screen buttons as they allow to use the full screen in apps. 5.2" is already plenty of real estate on a phone. I'm on W10M on my Lumia 920 but it's painfully slow, whereas on the 950 it's a totally different experience. And I know it will get quite a lot better after the anniversary update, in just a few weeks (I'll go to insider production ring if it allows to get it a bit quicker).
So now...I'm waiting for my exam results! I have sat the final exams of my professional qualification recently and the results are due soon...so I told myself I would buy my a very nice treat if I complete this qualification successfully. If not...well, the 950 will wait a bit until I the qualification is complete!
PS: something is very sad with the current state of W10M, it's how it's sold in the actual shops. I was at John Lewis (In London) and the 950 was presented as the 950 XL - the label with the name, price, characteristics, etc was the one of the XL! Next to it was supposedly the 950...which was a 550! When you see the price on the label (price of a 950) and you play around with a 550, yes you would believe that W10M phones are really crap in terms of price/quality ratio. I had the same the other day in a Vodafone shop, a phone was labelled as the 950 and I found something really weird when using it...after 30 seconds I realized it was a Lumia 640, on Windows Phone 8.1! No wonder it doesn't sell when the sales people can't even recognize which phone is which! You can imagine they must be even more clueless about the OS inside. And again, it happened in both a Vodafone shop and the John Lewis flagship store...