On my E320 (same engine) the EGR tube is attached at the exhaust manifold, then snakes around the back side of the engine (above the tranny), then down and into the bottom side of the intake.
See this thread:
http://www.peachparts.com/shopforum/showthread.php?t=109372&highlight=EGR+tube
On post 15 I attached a picture/diagram.