If we're talking horn screws then I think the ones on my W201 are M6 - I'll check tomorrow.
But if you are talking metric screws an assortment of coarse threaded screws can go a long way - but watch out! There are many situations where a fine thread metric is used instead - tie rod ends are a good example...
...I've been looking (locally) for a fine thread assortment of captive and normal nuts but I can't find a handy kit like that here in Holland. At the moment I just buy what I need when I need it - a thread gauge is invaluable to help you reduce the carpet bombing ordering effect!