My W202 pulls slightly to the left at highway speeds (60-90 mph). At all speeds the steering feels odd. The steering wheel centres slightly to the left of straight ahead. When turning the steering wheel, the resistance is not even in each direction but is slightly stronger when turning the wheel clockwise/right. There is a slight vibration in the wheel at speed.

I have done a search on steering and alignment. My tire pressures are all spot on. My tires still have a lot of tread on them (new 10k miles ago) and would appear to be wearing evenly. I have had the wheels balanced very recently. I have not rotated the front wheels due to lack of time.

The car has 47,500 miles; I have had it for 9.5k. Obviously I am concerned that it may have had an accident, but there are no signs of repair. The tires are budget, non-branded items (yuk--am planning to change for ContiSportContacts). The car is stock and has the Euro sport package (lowered suspension, sports seats, 16 x 7J six spoke alloy wheels with 205/55 R16 V tires).

Any thoughts? Tires? Alignment? Bushes? Suspension issues? Thanks as ever in advance.

If your steering wheel is out of center (to the left) and it doesn't matter what road you are driving and where the wind comes from (steering wheel stays left from center), I would try an alignment.
You can start changing the front tires yourself, but personally I don't think it will help you that much.

BTW: The rear wheels can cause an out-centered steering wheel and pulling to one side as well.

greetingz,