No turbo unit on a Mercedes Diesel is troublesome, so don't worry about that. You don't really want a non-turbo Diesel as they are quite slow - the minor exception being the 1995 E300D, which isn't mind-numbingly slow at least.

An aluminum-head Diesel (603) is prone to cracking the cylinder head if run hot. So don't run the damn thing hot! ;-)

Don't buy a 3.5L Mercedes Diesel. Bad motor, period point blank.

Honestly I would not buy any Mercedes Diesel right now. The Diesel "duuuude" craze has inflated the "value" of the used Diesels to the point that there isn't much if any economy to buying one right now. Plus Diesel fuel is not cheap compared to gasoline, oil changes can be pricey, etc., etc. There is much more value to be found in a nice used gasser MB.

You can find yourself a really nice gasser MB for the price of a marginal or even crapped out Diesel. I'd seriously consider a 1993-2000 C230 or C220. Good cars.