First of all, thanks for answering my question !
Then I have few questions:
About 1), what's the difference between NGUITools.AddChild(parent, child) and parent.transform.parent = child.transform ?
About 2), I've been adding my Widget like that for few scenes and it works perfectly well. So, is there an undesired problem I didn't yet encountered ?
About the dynamically, I have no other choice (or I don't know Unity enough).
About 3), Thanks ! It was the actual prob.

I guess he couldn't find the previously declared UIPanel, since it wasn't parented. ^^'
So everything's solved, but I applied 1 out of 3 of your advices. So if you could lighten me about the rest, would be lovely.
Thanks again.
Best regards,
Abnaxus