I just got a Python alarm made by DEI. I like it alot. It comes with many different options and if you don't want the installers drilling into your dash to put the LED light, you can have them put this "sticker" on the windshield that flashes a light green when alarm is armed. It senses constant loud sounds and they won't trip the alarm so you can arm it at the airport. Options for it are an attachment the rolls up windows and closes sunroof alog with others.
Mercedes are sort of difficult to install alarms with keyless entry so copy the directions how to from Tech Help above and bring that with you in case they've never installed on a Mercedes before.