..and it's the most important - a good shop manual, preferably an original MB for the chassis and engine. Try EBay. I'd hold out for a good paper copy, but you can get by with the CD version for example http://cgi.ebay.com/ebaymotors/ws/eBayISAPI.dll?ViewItem&rd=1&item=7927931500&category=34227
Sorry to hear you've already ordered parts, but hopefully on a car that old, it probably needs most of them anyway. But it requires no mechanical skill to read up on how the various components work, where located, how to test for wear, etc. You can then make your own judgements as to what you can do and what you need to hire out. I realize not everyone has the tools, skills, desire, and workspace, let alone time, to do it all themselves.....but if you are on this forum, and now have the car, you're real close to getting out there and doing it anyway.

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1986 560SL
2002 Toyota Camry
1993 Lexus