For all FSS cars Mercedes Benz recommends synthetic. The dealers have gobs of Mobil1 so you don't have to bring your own. If you're looking for a price break you might save a few cents if you purchase at Walmart. But the difference will be quite minimal. You probably spend more money in gas driving over to the Walmart than if you just took the car right in.
You could change it yourself for the price of the oil, filter, and a liquivac extractor which is available here from PartsShop at the top of your screen!