Sloppy steering box...
 

I have already replaced the Steering Coupling Assembly, Steering Damper and Idler Arm. But I still have a lot of play in the steering box of my 300D. Can these be rebuilt or is it better to replace them?

The steering box can be adjusted to tighten it up. Try that and see if that takes enough of the slop out for you.

READ THE INSTRUCTIONS.... tightening it is not intuitive.... LOL...
and if you do it too much then you can't steer.... use caution and the shop manual ....

On my car I raised the front wheels off the ground just slightly. Then I turned the adjuster bolt counterclockwise to remove play after loosening the lock nut. Turn it a quarter turn at a time, then turn the steering wheel back and forth to verify no bind. First road test after adjustment, I could feel a slight bind, the strg wheel was slow to rotate back to center. Turned adjuster nut clockwise ever so slightly and was perfect!

http://www.davidpetryk.net/Mercedes/Steering.htm

If you are mechanicly inclined enough, I have had great luck following this procedure. Not to mention its dirt cheap.

Or you can buy a rebuild, good ones seem to run $500-$600.

There may be nothing wrong
 

For people not used to the M-B steering of this era, they all had play built into them, more than what some people are used to. The spec is for up to 1" of wheel movement (15-25mm) and if you make it too tight you will just wear out the steering box. It's best to follow the procedure, measure the play the way M-B designed it and see if it is within spec or not.