You'll need these, from rear headrests off of a w126 or w116. For the w123, sedans and coupes had the bent rods like shown below, but the wagons seem to have the standard front headrests similar to the rear headrests.
The cushions swap easily, and are the same front to back.
The color and texture is different from the 126/124 models, but may be similar to the 201 should you want to get headrests of similar color from those cars.
FYI, MB already sells the kits for these cars. They go for $62 each (you'll need 2). The list price may be $80 but that's just dealer mark up, should they tell you that.
Left is for coupe/sedan, right is for wagon:
End result:
http://www.maj.com/cgi-bin/gallery.cgi?f=127545