Replacing the coil is definitely a DIY job -- should take no more than 20 minutes or so. You can find the part at wholesale pricing of just over $100 or so.
I don't believe the coil is automatically replaced at any servicing. I checked back on that on the description of the 120,000 service, which I took my car in for, and nothing about the coil is mentioned. Remember, I drive a '92 300E: it has one coil. I believe other models may have more, or even no coils?