YEP, I have done that...
I have exchanged my W202 rear view mirror for a W210 auto dimming rear view mirror and it is just GREAT!
I miss the auto-dimming feature as soon as I am driving a car without it.
When I have my power rear screen sunshade up, the auto dimming does not work any more (not enough incoming light from the rear).
There are several wires that go to the auto-dimming mirror, but to get it functioned you only need to connect two; it is a verrrrry easy mod.
The fixation of the W210/W202/W124/W201 rear view mirrors are all the same and if I am correct, the fixation of a W126 mirror is the same as well.
To hook up the electrical part of the mirror, you can connect it to the wires of the front courtesy light...it is as easy as can be.
I think that you will have the biggest problem finding an auto dimming mirror...they cost approx. US$275,- new at the dutch dealer...
with a minor 600+k