Most likely near the end of your owner's manual, you should find listed the engine oil capacity figure. This information is also available in M-B and third party shop manuals.

If you are going to change your own oil, I would most certainly recommend changing the filter every time.

In my experience (in the USA), dealers generally charge a hefty premium for the oil they use and in my opinion, though they usually use "acceptable" oil, I typically use a better brand and sometimes a different grade.

Good luck-