I have a 98 ML320 and have come to know the common problems with all the sensors.
1) check engine light on and the engine hesitates. (You step on the gas and it takes a second for the power to come on). Replace the Mass air sensor and reset it by disconnecting and re- connecting battery. Make sure you know your radio code to get your radio working again.
2) Check engine light on and car seems to run fine. Make sure gas cap is tighten properly. If not, fill it with gas and tighten cap. If light stays on after a few days replace the oldest one of the 2 oxygen sensors. Replace both if you have never replace any one of them before. The light will shut off without reset. The male and female connectors are tightly fit together with a rubber gasket. The wire harness sits inside a metal cave. Pull the whole thing out prior to disconnecting. You will need a fine (eyeglass) flat head screw driver to lift 2 plastic taps and a large flat head screw driver to gently pry loose the male from the female connector. My right O2 sensor was replaced under warranty at 17,160 miles in 8/02. I just replaced the left one today and I have only 33,000 miles now.