I had the same problem on my 99 SLK230. Problem was the tires. I know this will bring the wrath of everyone but I took off the Michelin tires and put on Bridgestones. Problems solved. Even my wife said immediately "What did you do to the car. It drives so much better."

By the way, I have touted Michelin tires for 40 years. Really hard to admit they were the problem.