I just finished this job last week. I did little homework on this because I figured there couldn't be anything to it, so I didn't find this old thread until I was already in trouble. If you're about to do it, here's what I can add.

I had the new part in a box, which I didn't open before starting the job. Big mistake. If I had looked at it I would have seen that the thermostat is part of the housing, and I would have realized that it is side mounted rather than top mounted. The only homework I did was looking at the Part Explosion diagram on Alldata, which is flat out wrong. Had I looked at the Thermosat Service and Repair section (also not quite right), I might have done better.

The reason this matters is that the top housing (which looks like every other thermostat housing in the world) is empty. I actually stood there for a few minutes trying to figure out what happened to my thermostat when I opened it up. I needed to buy another seal and a short hose to put this thing back together. While taking it off, I also snapped off the top of my dipstick (I thought that had to be a first, but, incredibly, a guy over on Benzworld had done the same thing.) Total waste: $26.

To do this you have to get the engine cover off, and get the serpentine belt out of the way (because you can't get the thermostat past it unless it's off the top pulleys). Disconnect the dipstick tube, and use cable ties to cinch it over toward the fuel rail, giving you the most direct access to the famous back bolt. Just cut off the old hose (it costs $23.50, on top of $47.50 for the stat).

Now it's time to stuff rags in all of the spots where you can drop wrenches and other tools. But have one of those long retrieval magnets on hand just in case. I used 1/4 inch 10mm socket to get the first 2 bolts out. I couldn't get the third though. I tried a u-joint with my socket, but I could not get it. I went out and bought a set of flex head ratcheting wrenches, but it just couldn't swing enough to work. I then went and got a flex head 1/4 inch socket that did the trick, with about a two inch extension.

Even though I did the same procedure on the GMC Jimmy a couple months back for the same reason (stat stuck open), I should have known better than to think I could mindlessly do it on an MB. I wound up making two extra trips for tools, and two extra parts counter runs, which made this a lot more expensive than letting the dealer do it.

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1996 C280 289K Traded
1997 E420 167K Traded
2001 S430 240K Traded
2010 E550 4matic 80K
2000 GMC Jimmy 198K Gone to Boneyard
2003 Camry LE 196K
2011 Mazda3 i Sport 31K