Now that we know how to install the preview I'm wondering what happen in case the build is too early/too buggy for my needs.
Please don't do just a reference link since this is not useful in case of the link die.
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There are two utilities you can use to reset your phone's operating system to a previous version:
With both utilities, you'll need to connect your phone to your PC with a USB cable and follow on-screen instructions. In most cases, all you need to do is check the installed and available OS versions that the utility reports, click the Install button and wait for the process to complete. If the phone fails to connect, try restarting it while holding down the Power and Volume down keys until the phone vibrates.
Note that the caveat mentioned in this answer still applies - you'll only be able to roll back to a previous OS version if a ROM containing that version is available for your phone. Currently all Windows Phone devices should have ROMs with WP 8.1 available, since that's the latest stable release, but at some point you'll probably only be able to find Windows 10 ROMs.
For more information, see the following links: