AMG did not leave your engine wanting for intake air. You will probably make no extra power with an aftermarket filter. Why would the premier tuner of MB cars leave cheap power on the table? Doubtful.
I have heard from several sources that air filter quality effects MAS life as well as the amount of gunk that makes it into your engine. If I were you, I wouldn't bother with anything other than an OEM filter.
For plugs, the same holds true. MB engines are picky about plugs. Many an owner has experienced all kinds of problems caused by using non-OE plugs. As to changing them, there are 16 or them, and the M113 is a bit of a squeeze in the W202, so get used to contorting your hand. Some folks find the MB plug cap-puller useful.
1998 C230 "Black Betty"