The plug leads are "only" a push fit on the plugs.
What can happen though is a bit of corrosion between the metal end of the plug lead connector and the plug can cause a bit of "tightness"
Also, maybe there is a trace of oil or similar on the plug ceramic, causing a suction effect with the rubber end piece on the plug lead.
Either way, they should respond to a firm (!) straight tug.
The bad news is: You can break either the plug ceramic, or maybe pull the lead out of the plug connector, so you may need alternative transport to get you to the parts shop!
Alternatively, buy the parts first! The plug leads from M-B are expensive as each part is separate, the lead and the end pieces.
But the leads are really high quality. I don't know if other guys know of another make that's any good. I always have used M-B leads.
Check out http://www.eurocarparts.com/
web site. They're in the UK, but will deliver overseas.
E200 1994 108k miles.