HI Sergi, thank you for this great contribution!
IMHO the integration scenario with the greatest potential at the moment (SSM 10) is building BO Universes on top of the SSM/PAS database, as you have done. This requires an intimate knowledge of the underlying SSM data model, but once you've figured it out and built your BO Universes you can exploit the full potential of BO reporting capabilities, including (Xcelsius) Dashboards, Web Intelligence, Crystal Reports and others.
My experience integrating BO and SSM is limited to a proof-of-cconcept and some tests in our development system. We managed to get the two currently available SSM web services (partially?) running and operational in Xcelsius, but to our disappointment, besides horrible performance (as mentioned by others) and limited capabilities (unable to use free PAS queries) we found that the handling of "time intelligence" made the Cube WS practically unusable. Web Services surely have huge potential as APIs for SSM (i.e. for direct integration into BO Dashboards), but the current offering is still very much lacking (as well as undocumented), to say the least.
On the other hand, tests on BO Universes on top of the SSM database showed excellent (expected) performance, leveraging caching, pre-calculation and other performance benefits of BOE server. So, for the time being, this seems to be the favored integration path. Maybe some day these tailored SSM Universes may be delivered as SAP Business Content and part of the SSM standard integration kit with BO reporting tools!
My two cents 
Regards,
Rodolfo