I purhcased a set of the Depo lights off of Ebay for my '95 E420 about 6 months ago (paid around $275). It took about an hour with a volt meter to get the pin mappings right (very tedious). Had I known about this site at the time I could have saved myself alot of trouble!
As for the Depo lights themselves; the OEM lights had a higher quality feel and look - especially on the inside. I replaced the original lights because one had cracked lens from a rock chip. The Depo lights work fine, no leaks, etc. Given the choice, I'd probably pick a set of original Euro OEM lights instead - or possibly E500 lights.