First off, I'm a diesel owner, so I can't say I have specific experience with the w124 gas model, but I DO have experience with this problem in a past car (a Saab 900). Here are my suggestions:
-The first thing to do is get some carb cleaner and an old toothbrush and clean out the throttle body.
-Then, if you car has what is called an air-idle-control-valve, which it probably does, take that off the car and clean it out with carb cleaner. Once clean, hit it with a little WD-40 (DO NOT USE SILICONE LUBRICANT). When its apart, inspect it for obvious signs of wear or malfunction.
-Next, if there is any kind of exposed spring which puts tension on the throttle plate, hit that with wd-40 while you excercise it back and forth.
-replace your sparkplugs
-replace ALL vacuum lines. fuel injected cars with air mass meters are very sensative to leaks, so just because you "pulled" the vacuum lines to check for a reaction doesn't mean there isn't a problem there. In fact, there mere fact that you COULD pull the line off tells mere there is a bad seal. A good rubber line that is making a tight, leak-free seal would have to but CUT off.
-try plugging the vacuum line that runs to the brake booster. You could possibly have a leak there. Although this potential problem is unlikely, the hose that runs to it could be leaking. On my Saab, not only did I replace all the small vacuum lines with silicone (which seals much better), but I used RTV sealant on all other hoses connections associated with the intake system (the one running to the booster, the one for the PCV system, etc.)
-ultimately, I think if you car has an air idle control valve, I would bet that is your problem. But all these other suggestions are relatively quick and inexpensive, so try them first.