It may be an oversight, but I didn't see "radiator" on your list. Original ones crack at the neck where the coolant pump inlet hose attaches. Replacements have a reinforced neck (metal shim insertion). This is an age and fatigue-related failure.
Also, the rear power window assemblies have a plastic window track holder that will disentigrate and bugger up the cable mechanism. Usually it's easier to just replace the entire $140 assembly, but I've heard that the plastic part can be had for about $2.
Eventually, dash bulbs will burn out in a variety of locations...there is no common failure mode here, just random burnouts. Some easy to replace, others require removal of some component like gauge cluster or A/C vents to gain access.
As far as rest of the stuff on the list, I have had to replace some of those items, but I think for the most part, (including the head related items), has more to do with the condition and care of the vehicle by the previous owner as well as how you currently operate it yourself. Also, consider that these are normal wear items for many vehicles, not just MBs.
As daunting as the list you've complied may seem, I hope it doesn't deter you from enjoying your car for years to come...not ALL of those things will go wrong with your car.
I find that the head gasket problems are probably attributed to the design of the engine itself...the mating of two different alloys (aluminum head and iron block) coupled with the long surface area of the contact surfaces, make thermal expansion a critical factor.
Allowing your car to warm up to operating temperature will help greatly in averting the dreaded head gasket issue. Try to avoid aggressive driving habits until the engine has sufficiently warmed up as well. Frequent oil changes and the use of proper octane will ensure a long life in that respect.
The cooling system is ultimately a weak point with high mileage W124s, and you should expect to replace every major cooling system component within that timeline (coolant pump, expansion tank and cap, thermostat, and radiator). Use MB coolant whenever you do flush your system.
2009 ML350 (84K) - Family vehicle
2001 CLK430 Cabriolet (71K) - Wife's car
2005 BMW 645CI (124K) - My daily driver
2012 Mustang V6 (60K) - Daughter's car