But things are going easier for series Z owners, as there is an automated script now. Thanks ernolf !
The good practice is to use the VGN-Zseries-janitor script. It installs all the stuff correctly, and allows to switch between the nvidia and intel cards by using the slider (before the reboot). No hot switch for the moment, but that’s not a real issue. I heard there are some issues with a windows 7 dual boot, because of the bios upgrade needed (read this). But, actually, I’ve already upgraded my own BIOS (I know, I’m adventurous), and there were no problem with the script.

One thing I think the script doesn’t do (I guess, the explanation at the end of the script is not very clear), is to add this kernel instruction :

In /etc/default/grub :

RUB_CMDLINE_LINUX="acpi_osi=\\\"!Windows 2006\\\""

And then run sudo update-grub to create a new /boot/grub/grub.cfg

(In my install, there was already an empty instruction (RUB_CMDLINE_LINUX=”"), so I just filled it with the value (string acpi_osi=\\\”!Windows 2006\\\”)

(You also can do it at boot time by hitting the “e” key.)

An other thing I haven’t done/tested useful is to customize screnn config (xorg.conf or nvidia-settings), as they describe it :

“To make a complicated xorg.conf-file unnecessary (after nvidia installation is ready and everything is running well) one can use nvidia-settings as root (sudo nvidia-settings) or as normal user, make the settings you want and then save them in an rc-file. Now enter the path to this rc-file into /etc/default/switch-x-to”. You must save the file generated by nvidia-settings in /home/<username>/.nvidia-settings-rc, and uncomment the matching line in /etc/default/switch-x-to (change “<username” by your actual username of course) :
NVIDIASETTINGS_RC='/home/<username>/.nvidia-settings-rc'

Make a backup of this file, if it already exists (was the case for me).