No you don't have to pull the engine to replace the head gasket. I would have the head checked for warping, professionally though. Do a valve job and make sure the valve guides are checked. Replace the valve stem seals.
The front cover seals are not, to my knowledge big leakers, but yes do it if necessary while in that area.
Check the chain for stretching and the chain tensioner is not a bad idea while you are there.
I do not beleive you have to pull the motor to repair a leaking pan.
You want to ensure that whatever caused the overheating does not still exist after all your work.
Your car has a central locking sytem.
With proper car the 190 models last a long time.
Find a Haynes manual on your car, it can help quite a bit. Or find a Mercedes repair CD. Although a bit weird to find answers it has just about everything you would need to know, very detailed. Often they are sold on eBay.
Enjoy your car,
'03 E320 Wagon-Sold
'95 E320 Wagon-Went to Ex
'93 190E 2.6-Wrecked
'91 300E-Went to Ex
'65 911 Coupe (#302580)