But what if I'll be using CXF with Apache plugins ? I mean org.apache.cxf:cxf-rt-frontend-jaxws. What would be the implications ? I would replace the JBossWS stack in the server with the CXF one and continue like this.
On a JBoss AS community application server, you're free to play with the ws stacks and try whatever you want, but please consider that successfully replacing jbossws-cxf with a vanilla Apache CXF is not going to be easy and at minum you're loosing the JSR109 features and all the JBoss integration customizations with the app server. Speaking of maven plugins, you can probably use the Apache CXF one without much problems, though I never tried.
On a JBoss Enterprise Product, instead, (including SOA-P) you are not supposed to replace/modify the ws stack. I believe you're loosing official support in that case, but please check the details through your established support contact.
This is because, after having ran wsconsume and deployed the generated war, there is no web service deployed. The generated stuff includes, besides the JAX-B classes, the SEI and a *Service class that I'm not sure what it is as it is annotated with @WebServiceClient. There is no *Impl class, as it would be the case with CXF, and I tried to implement it from scratch but I cannot see any deployed web service in the console for this war. It doen't seem to exist any documentation about doing contract-first with JBossWS, as oposed as the CXF documentation which is very complete. What do you think about this approach ?
You're most likely forgetting something here. Speaking of documentation, the JBossWS 4 / AS 7.x webservices documentation is available at https://docs.jboss.org/author/display/JBWS/ ; in particular check https://docs.jboss.org/author/display/JBWS/JAX-WS+Tools .
For JBossWS 3.x, the documentation is at https://community.jboss.org/wiki/JBossWS ; in particular see https://community.jboss.org/wiki/JBossWS-JAX-WSTools
The links above are also provided on the project webpage http://www.jboss.org/jbossws/docs .
Finally, I believe the SOA-P product should come with his own documentation, including ws related stuff. If that's not the case, please let me know so that I have someone check.