Our place recommends every 40-50k. Since MB says "filled for life," you may find varying reccommendations based on who you ask.
almost forgot, on the 722.9 the fluid has to be checked when the temp of the fluid is between 40-45 C, this can make for added "fun" (read: delay) when working out issues on these transmissions. I remember in the beginning they said the fluid was "at the correct level" when it drains out and the fluid stream is about "the size of your finger." Whos finger? My finger? your finger?
What was wrong with a good 'ol dipstick? I miss those

sorry to rant, trans fluid has got to be the #1 automotive fluid I hate messing with.