MB actually puts a warning in their manual about not running all 4 seat heaters, defroster, climate control, lights, radio, and adjust the seats at idle. If you do so you will draw more juice then the alt puts out. So basicly don't have all your friends play with all the cool stuff in your 560SEL as it idles in the driveway.
Your alt is probably getting weak, I'd have it load tested. Don't ignore it or you will be walking, I'd sudjest carrying a set of jumper cables with you.