I am reviving this old thread because I have the same issue/question on my C230. I prefer the W position, although I find it delays shifting which I don't necessarily like. My issue was that when coming to a stop I could never get the car stop brake completely smoothly, there was always a little "squawk" at the end. I finally determined that this was the torque of the engine in first gear trying to "go" while I was trying to stop. I find that in the W position, since it only goes to second, the torque is less and I can break easier. And I find I take off smooother also from second. (I don't drag race in my C230). Is there any problem with driving in the W position all the time?

Mike

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1998 C230 330,000 miles (currently dead of second failed EIS, yours will fail too, turning you into the dealer's personal human cash machine)
1988 F150 144,000 miles (leaks all the colors of the rainbow)
Previous stars: 1981 Brava 210,000 miles, 1978 128 150,000 miles, 1977 B200 Van 175,000 miles, 1972 Vega (great, if rusty, car), 1972 Celica, 1986.5 Supra