Soon, I realized that something was really broken, because the router kept rebooting itself every few minutes: a quick google search shown I was not alone. Moreover, VoIP calls systematically dropped after 3:32 (see image) so I was quite disappointed and ready to throw away the new router...
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Then a new firmware come out, supposedly fixing the VoIP issue so I installed it and... nothing changed. Fortunately I found in a german forum on the Siemens website that the README for the firmware update "forgot" to mention I had to perform a reset to factory defaults after the update: at least now VoIP is working.
On the other end, stability did not improve too much; look for example at my ADSL connection logs:
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Where the longest connections are when I reattached the Linksys router... I was ready (again) to throw away the new router, when I discovered another update (2.1.34.7.0): I wonder if they read my mind...
I hope this fixes the stability issues, otherwise I'm not sure I will wait for the next firmware release