First of all, Mercedes seem to require the use of Osram lamps. At least those MB models that have an indicator for lights being out require this brand for that function to work correctly. Also, these lamps seem to last longer than other brands.
I would go to a dealership and have them give you the correct lamp for those that are missing. Admittedly, this is going to be more expensive than going to Walmarts and getting no-name lamps but at least you'll know where you're starting from.