If you are using mineral oil (non-synthetic), change every 3000 miles, a filter every or every other change. This system had kept the chevy work van running for 299,000 miles, should keep a Benz running forever.
If you use synthetic (Mobil 1, for example, as it isn't particularly recommended for extended service), 5000-7500 mile intervals is fine, but change the filter every time.
If you are changing from dino oil to synthetic, get an extra filter and change it after 1000 miles. You can leave the oil in, but the filter will contain all the crud the synthetic oil cleaned out of your engine!
1972 220D ?? miles
1988 300E 200,012
1987 300D Turbo killed 9/25/07, 275,000 miles
1985 Volvo 740 GLE Turobodiesel 218,000
1972 280 SE 4.5 165, 000 - It runs!