Thanks for the suggestion. I finally got around to giving it a shot, and it was quite simple once you put me on the right track. For those who have the same car (1987 560SEL) or similar, here's what I did.
In the front of the fuse box (furthest from the driver) there are two screws located between the spare fuse holders. Once these are removed the front of the fuse box can be lifted. I ran one wire for each light from the fusebox. On my car there were some holes running out of the fusebox that weren't used, so I ran them through these. I connected the two wires to a ring terminal and attached them to fuse #17 or 18 (sorry I forgot which...white fuse, not red). That was it...about 45 minutes total, and a very clean looking installation. Now the 5w bulbs turn on when the car is on and I am happy.