Before buying a TD, you should find out how the climate control and self-leveling suspension are supposed to function and check them both thoroughly. Better yet, your first MBZ should have a pre purchase inspection from a MBZ specialist mechanic. Independent mechanic is better, dealer wrenches don't have much experience with old diesels.
Think of it this way: If you're going to have the car thoroughly checked over before putting it into service, why not have it checked before you buy it when the knowledge can save you some headaches?

Another reply mentions the tranny. A quick check is to move the lever from park to reverse and time the engagement. Over two seconds would indicate future trouble. (but if you spend all your time in 4th gear, it might be far in the future)

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'79 300SD W116
'86 190E 2.3-16V W201
'92 300D 2.5 W124
'99 E320 4MATIC S210