First, your clutch and driveline components wear out from IMPROPER shifting and clutching, not just from downshifting, that is, assuming that the shifting is being done c o r r e c t l y....
But everyone drives differently and continues to drive the way that they have "adapted" for themselves, unless they are taught to drive by a professional instructor. BTW, The hardest part of that learning process for both the student and teacher is the first stage where the student must un-learn all of their old bad habits.
Ross, you either need to learn to drive better, or to not let stupid people ride in your car anymore!
Seriously, as I already wrote in this thread, manually shifting an automatic transmission is pretty much the same as doing it with a manual transmission. Read my original comments on this thread, but record the speeds and RPM' while allowing the transmission to operate in fully automatic mode. Then you will know what the normal operating range is for each position on your automatic transmission selector. So, just stay within those operating ranges for those gears, and you will not harm, or prematurely wear out anything other than the patience of those less enlightened than you.
Now as for your last question, I haven't seen anyone do this in a car in years. We used to call it "skip shifting". You mainly see it done in big trucks with more than 5 selectable gears when the truck is driven unloaded, and on a flat stretch of road. Still, you must stay within the operating range of the engine. If you, in your Mercedes, shift from 2nd to 4th, you are probably not operating the engine and driveline within the correct operating range, are likely to be "lugging" the engine, and if you have any load (slight grade for instance) on the engine, using heavy throttle will cause undue wear. However, that said, if you're entering traffic on a downhill grade, like a velocity ramp, and you don't push the car past the correct operating range, gradual accelleration will get you going faster than hitting 3rd first, and under those circumstances, will not do any harm.
See, what you're doing when you skip-shift is just creating a kind of "false overdrive" where the smallest amount of RPM can be translated into a faster speed, because you're "overdriving" the engine / transmission relationship. Older cars used to sometimes have overdrive transmissions to help save fuel. Once you shifted to the highest gear, you'd activate the overdrive which would let you cruise at high speed, but also at a lower RPM. It was like having a 5th gear.
Rule of thumb, if it feels right and smooth, it probabaly is. If it feels like you're lugging it, if the vehicle is bucking, if the tires screech, or if the car feels like to just ran into the world's largest block of gelatin, that's bad. Go to a library and see if you can check out a couple of books on driving by Bob Bondurant. He's the guy who encouraged me to shift automatics just like manuals...
Oh, and tell your passengers to: "Get in, Sit down, Buckle up, Shut your yap, and Hold on". :p