Where do you live? I wouldn't worry about undercoatings on a brand new MB. If you live near the beach or in heavy salt country you would be better off washing the underside of your car more often if you are really worried about rust. Also specify that the dealership leave the factory cosmoline coating on your engine/engine bay. Cosmoline is that yellowish gunk all over the underhood of most MB.
Another good trick to keeping the underhood clean is to put one of those widespray, oscillating sprinklers under your car for awhile. Paint condition is best kept by regular washing and detailing as described by my article on this webiste. For now you may review the past posts of mine regarding detailing. We plan to put them all together into a "Detailing FAQ" sometime in the future.
Oil changes are adequate if done by the book. If you drive stop-n-go traffic you may want to consider "in between" oil changes as well. Either way MB diesels usually have lifespans measured in geologic time.
Best of luck....Lee