There was a set on ebay last week or so. There may well be one now, I don't recall. Try "(mercedes,benz) (service,manual) 124" and see what happens (w/o the quotes).
The CDs are mighty handy, but there is nothing like having a good book in hand. I just an inventory of all the shop manuals I have and it's 4 pages long, and that's just the offical benz stuff. That's over 75 books for service literature. I didn't count the parts books, owner's manuals or the fiche. And the scary thing? I don't yet have it all (but I'm "close").