I have the identical car and you are right, the owners manual does not specify which oil or weight to use except to say "Use Mercedes Recommended Oil".
I use Mobil 1 0W40 Year-round. This oil is recommended by Mercedes for our Diesels, and I found it to be an excellent oil both summer and winter.
In fact Mercedes sells Mobil 1 0W40 in its parts department. I however buy it at Wal-Mart. much cheaper.
Phil
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'95 E300 Diesel, 264,000 Miles. [Sold it]
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