Hi all !
Well, yesterday night I tried the "changing color vertex method", re-doing the pixel verter every time before drawing while modifing its values:
{-1.0f,-1.0f,-1.0f, D3DCOLOR_RGBA(cube[n].r, cube[n].g, cube[n].b, cube[n].alpha)},
(...)
It's quite fast. Drawing 2000 cubes without problems in a cheap motherboard graphic card in a laptop of 5 years old.
TIP: don't forget vertexBuffer->Release() after drawing or you will have a BIG memory leaking.
In fact, I've had more problems with the rotations and projections in DX during this experience than other DX issues. And this distubs me a lot. May be too many years teaching me about right hand systems on mathematics, mechanical physics and CAD. This part of DX is directly a "kick in your balls".