I'm not a professional mechanic, but have done lots of brake jobs on my cars and will offer my archaic method. I just got my S500 and haven't had the wheel off yet, but it should be like my SL and 400E.

Remove the caliper and the hex screw located between the lug bolts.
At this point the rotor should just come off BUT they are usually rusted in place.

I fashion a puller using a 2X4 and a couple of "C" clamps.
I place the 2x4 flat across the face of the wheel at the hub and put one clamp on each end clamping the 2x4 to the rotor itself. I tighten the clamps till they are pretty tight. If it doesn't "POP" loose easily I will bang the rotor once with my hammer and it jumps right off.

Tips: For a front wheel, loosely install 3 lug bolts and put the board across them to prevent smashing the grease cap. Having the bolts in place will also keep the rotor from jumping off the car...

If there is something different or special about the S500 I am unaware of it.

I'm sure there is some sort of professional puller that does this, but my 2x4 method has worked well for me for many years.

Let's hear some other methods! This could be interesting...

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02 S500
92 500SL
92 400E (Sold)
87 300E (Sold)
83 300D Turbo (Sold)
75 300D (Sold)
74 240D (Sold after 20 years)