I guess, for me, if I was giving advice to people with a sticky lock I would tell them to just take it out and clean it rather than go and buy a high priced key. You can get the clyinder out in two minutes with a paperclip. Plus it is easy to clean as it is open on both ends unlike the door locks. And if spraying cleaner in there or soaking isn't enough you can take the thing apart by punching out one little pin. Then you have a cylinder free of any metal shavings whatsoever.
I guess I would go and get a steel key if I really thought it would help. But I don't. All anecdotal evidence aside, I am of the opinion that a steel key would be worse for the lock and its soft brass leaves. Or at least no better.
In any case, I took my old brass key (the only one I have) to the locksmith across the street today to get a copy. I took the cylinder too to have him take a look at it. The guy saw the cylinder from across the room and said "Mercedes?" He said he did a lot of work on Mercedes. Anyway, when I asked him about steel versus brass he shrugged and said brass keys aren't the problem but he would sell me a steel key if I really wanted. I just bought a brass key (X82, MB41).
He flushed out my cylinder with some special "water repelling fluid" and told me never to use graphite spray.
Anyway, my new key works great. My clyinder is clean. And it cost me $5. So I took the $20 I saved and bought a bottle of Old Grandad and a cigar.
By the way, if your key does eventually get stuck there is a much better way (potentially) to fix the steering lock problem than just cutting away the lock. Just drill a hole at the edge of the face of the key plate exactly 90 degrees clockwise from where the little notch is. This will give you access to the little pin hole that you use to depress the latch on top of the cylinder so you can unscrew the black cover and take out the cylinder. You should be able to fix everything from there. You wont have lost the functionallity of the steering lock and you wont have to buy any new parts (as long as you don't mind a locking cylinder with an extra hole in it).
Edit: scratch that last part about drilling a little hole in the lock. That wont work. Alas.