What kind of 'aftermarket-goodies' are you referring to? Since no one has addressed your after-market questions I'll throw in my two cents.....
Having driven VW's myself in the past ('91 Jetta most recently), I can tell you that the performance after market for MB diesels is nadda (esp compared to VW). Even gas powered models have only a handful of performance tuners that are
very expensive because MB puts together such a tight, well-engineered package from the start. Also, what could you want that a Benz doesn't have in terms of 'goodies'? I'm guessing that being used to Volkswagens, you're used to a base car that is capable, but has a lot of room for improvement performance-wise. Benz's are (as I stated above) designed with very tigh tolerances and very high build quality.
The audio systems in these cars are probably the most obvious weakness and among the easiest systems to upgrade. See the Audio forum here for what some people have done with their Benz's in this area.
My recommendation would be to take the funds saved for the after-market stuff and put it into the cleanest/latest model-year specimen available with as complete a past service history as possible.
Good luck hunting - all the cars mentioned are great choices from their owners various perspectives. Pick which ones sounds most like your cup of tea and start looking
Regards,
- Ryan
PS. Remember too, that being rear-wheel drive cars, MB's will handle much differently in snow/ice than a small, front-wheel drive car. Probably not quite as capable, though this point is up to discussion