I've had the same dust problem with the first 4 Benzes I've owned, but this SL doesn't have NEAR the dust accumulation. Don't know why, but it makes my life easier, as I won't run anything but M-B pads.

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95 SL500 Smoke Silver, Parchment 64K
07 E350 4matic Station Wagon White 34K
02 E320 4Matic Silver/grey 80K
05 F150 Silver 44K

If you use OEM pads, you will lose the battle with brake dust. If you have machined alloy or chrome wheels, it's not as big a problem to keep them clean. If you have 15-hole painted wheels, surrender now and get low-dust pads. Your wheels' finish will be destroyed.

Look here:

The Brake Pad Debate -- the Ignored Angle

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2008 E350 4matic / Black/Anthracite

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Gone but not Forgotten:
2001 E430 4matic, 206,xxx miles, Black/Charcoal
1995 E320, 252,xxx miles, Black/Grey
1989 260E, 223,00 miles, Black/Black