My 98 C200 suffers adversely in strong cross winds at 75+ speeds. John is correct, though, the cars are very sensitive to wheel balance. My car's overall demeanour was much improved after having the wheels balanced by the dealer.
The car is definitely not as true as an E36 325i in strong cross winds. It is very reminiscent of the larger BMWs, however, the 7-er in particular.
John: what do you do to ensure your steering and suspension components are in good order?
1999 SL 500
1993 320 TE
1986 500 SEC