Thank you Christof
I went with the wp all import way and made a mess with my products database the first two times.
The third time i learned how to correctly use the categories order and it was successful. I have imported 26k products with once.
My only problem is that wp all import is sloooooooooooow...
It took me almost 3 days to import 26k products!
I know its because of the images and i didn't want to use an image server as per wp all import suggests.
I applied almost every trick in the book for speeding MySQL but with very little success.
I even thought to change MySQL with MS SQL Express but WP doesn't play well with it, especially plugins.
Anyway, waiting to see your new mass import plugin, i believe is going to be better.