I'm getting ready to buy one this November, so I'm doing my research now. In Canada it looks like the W210 wagon was only available 1999-2001 and they're all 4matic here. The biggest difference I can see in the model years is that 1999 didn't have the full surround airbag setup, so if safety is a major consideration then avoid the 1999. Aside from that, I haven't encountered any specific issues to look for on the wagon. The good news is the spring perch issue that seems to pop up in W210s doesn't seem to be as much of a problem with the wagons. By 1999 the transmission issues were addressed, and I believe the harmonic balancer issue was also addressed but you can always verify the correct part number in a pre-purchase inspection.

The best advice I've received and offered is this: a cheap Mercedes can be very expensive. Buy the best one you can afford. Saving a few grand on sticker price could open up a whole world of hurt.