Jay.

Congrats. I picked up mine in Nov. and like it more and more as times goes by.

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1)What is the best and cheapest shop manual available?
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The best may not be the cheapest. MB manuals are the best but you need quite a few for this car. Chassis (two volumes), engine, electrical, etc.

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2)What are the first things I should check/change/service?
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All fluids and filters. Engine, transmission, differential, power steering, brake, coolant, self-leveling, fuel filters.

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3) How much do these things require service wise?
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MB calls services at 15k and 30kmi. Oil change at 2,500 or 5,000 miles, depending on driving, temp, etc.

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4) Why didn't I ask before I bought it?
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Because you love the car.