To continue the adventure, we had to go to the embassy to finish the papers for our precious visas! Rules are simple: be at the ambassade of United States in Paris at 10 a.m. (and not before, or you'll have to stay outside waiting!), with a lot of papers to fill on the internet before, 1 envelope, identity pictures and a lot of soon-to-be-unused paperwork. ;-)
So, we had the chance to walk in the embassy neighborhood and pass by the Élysée (French presidential office), see the Concorde, the Arche de Triomphe, pay 20 euros for breakfast, all of Paris' charm (yes and with the subway during morning rush hour, delighful!)
No sooner said than done, we have received the visa the next day!