Having a Gelaendewagen as well as regular MBs, I also spend a lot of time on GWagen lists (in addition to this list), and this question of importing a car from Europe (a "gray") regularly comes up because folks would really rather circumvent Europa's premium pricing on G's (a new G that would wind up costing you $140K from Europa can be had overseas for only about $75K). Naturally, importation interest is not only on new vehicles but used ones as well -- and is analogous to your question.
Sadly, however, the "bottom line" is that, after 1986, our gov. rules changed drastically, making it nearly impossible unless you have a VERY BIG wallet to get customized certification. That's why practically no one except those with money to burn ever brings a GWagen into this country (unless Europa overseas the certification) anymore on their own.
So unless you have money to burn, don't try it. I know (fromt the lists) two people that have a GWagen sitting in customs waiting over a year now for the right certificates and documents. Doing it yourself is not for the faint-of-heart, or the frugal.