My Saabs had the headlights wired through the ignition so that parking lights were available with key off but headlights weren't. Shouldn't be a huge problem to achieve on an MB (or is it?)
'97 SL500, 40th anniversary edition
'04 Olds Bravada (SWMBO's)
'06 Lexus ES330
'89 560SL (sold)
SL--Anything else is just a Mercedes.
(Kudos to whoever said it first)