Thank you all ! finally I have opted for sheets of adhesive magnets, because they are thinner (0.85mm) and as I will end with quite some variety in my bases (notably round bases for my eldar army and my new marines).
I Think these A4 sheets will be easy to work with.
The best source for magnets I know is
http://www.first4magnets.com (for Europe, they're based in the UK).
The prices are like 1/5th of the first site I ordered from, and they have an incredibly wide range, including some 0.5mm thick magnets, not so easy to find elsewhere.
I even picked up
some "toy" magnet cubes to use as semi-geeky gifts for Christmas

. Kept a copper red one for myself of course
I used 2mm diameter, 1mm thick magnet, so far they are perfect for resin titan weapons (They even keep some poseability with FW-like ball joints), but i got some other sizes to experiment other stuffs as well. The 6mm diameter/0.5mm thickness will be the perfect stuff for my 6mm Space hulk
