I installed euro headlights on my Audi 5000TQ a few years ago. Compared to the old DOT headlights, the difference is really like night and day. The glass lens have since been cracked and broken from rocks spit up by cars traveling ahead of me (now I know why cars are built with Lexan plastic lens), but they still perform very well! I believe the key is in the reflector; very sharp horizontal cutoff with a 15 degree or so gradual rise to the right (so highway signs are illuminated far ahead). The lens also contributes to this effect.
I decided to go the whole nine yards when I installed the lights, and bought a separate, heavy duty wiring harness with two separate relays. I then used 85/100W H-4 bulbs and 100W H-3 bulbs for the separate high beam slot. On high beams, this means a total of 400 watts of bright white halogen light. When you use the euro lights (mine were Bosch) combined with the separate wiring harness, there will be no melting of anything under the hood. Only a very few amps runs through the headlight switch itself this way. Just make sure that all your connections are nice and tight, especially your ground connection.
Last year I obtained a '76 MB 450SLC and was considering converting to euro lights too. I don't know if I should just upgrade the existing lights to one pair of round 5 1/4" light and one pair of round H-1 lights, or to go all the way and buy the one piece euro set up. I'm not sure how much of a task this involves, if the lights will perform better or not. Perhaps someone with experience with this can help us and point us to a supply source.
Have fun with your new MB!