Hey guys, I have found a device that matches exactly my needs : MusicMan BT-X29
I have bought it and tested it. It is much cheaper than the Heos. It has got a little screen, and with it I can navigate through the file system on the SD car and select the file I want to play. It can be set to continue playing the files within the same folder, which is great. The device is small, yet the sound is good. The little drawback is that it took me a little while to understand how it works with the menus and options, because the user manual that goes with it is very light.
I was also pleased to find out it had no problem playing a mp3 file with a size of 144 MB.
Another drawback is that folders and files will be displayed in the order in which they were created, not the alphabetical order. I have written a script which does a copy of a filesystem to another filesystem respecting the alphabetical order, I can provide it if anyone is interested. With this utility, I have solved the problem, and I am quite happy with this little sound box.
Note : I have not tested the bluetooth speaker function yet.