As other responses have pointed out, it's important to distinguish between a Theory of Everything (TOE) and a Grand Unified Theory (GUT). GUT is a much more specific theory, which would unify the 4 known forces into a single framework, effectively merging the Standard Model of particle physics with Einstein's theory of gravity.
A GUT would be a theory concerned with particles (or something smaller). While it is certainly true that all matter is composed of particles, it is unlikely that a GUT would be a TOE. A GUT would provide no explanation for the organization we see today in biology, for example. You would not be able to derive the dynamics of evolution by natural selection directly from a GUT, just as you cannot derive them directly from the Standard Model.
- We "logically" consider the more elegant / concise theory as true ... because beauty is thruth ... or is it ?
This depends on what you mean by beauty. Typically scientists apply Occam's Razor, given two equivalent theories, the simpler one is prefered. This doesn't necessarily mean a simpler theory is more true, just that it is easier to work with.
- What are the philosophical/empirical considerations that push many scientists to look for a TOE ?
Here I assume you are referring to a GUT not a TOE. Historically many theories in physics have been unified with other theories, providing a more general single theory where there used to be two or more. The first unification happened thanks to Maxwell, who showed that the phenomena of electricity and magnetism were intimately related. His equations unified not only the theories of electricity and magnetism, but also optics. See for reference: https://en.wikipedia.org/wiki/A_Dynamical_Theory_of_the_Electromagnetic_Field
The history of 20th century physics is in large part the history of unification. Electromagnetism was later unified with the nuclear weak force, known as electro-weak forces, which were later unified with strong nuclear forces. So historically, physical theories have been unified into more general theories.
Besides historical reasons, physicists have little evidence to suggest that the Standard Model will be effectively combined with gravity. Some authors (Marcelo Gleiser and Paul Davies among other), have pointed out that the search for a GUT may be due to the historical influence of Western Monotheistic thought on contemporary science. See for reference: Theories of Everything as a hold over from monotheism?
- Is there any resonable reason (other than aesthetic) to look for a TOE rather that trying to explain different things with different theories?
If you mean a GUT, then the answer is yes. If you mean a TOE then No.
A GUT would enable cosmologists to better explain the earliest moments of the universe, as well as the properties of black holes (or other massive tiny objects). Those are reasonable scientific goals.
A TOE on the other hand may be logically impossible. Godel's incompleteness theorems prove that certain types of logical systems (which could be something simple like arithmetic for example), will always have undecidable statements contained within them. Undecidable statements are logical statements which can not be proved to be true or false (consider the statement "This statement is false"). Godel Theorems demonstrate that in general a theory can be either complete (such that every statement in that theory is provable from its axioms or principle), or consistent (such that every statement in theory is decidable) but it cannot be both. This implies that a TOE, which would be a complete description of nature, would not be consistent, in that there would be some things which could not be proved to be true or untrue, meaning the theory would not be a theory of everything.