Mercedes are difficult to steal unless the thieve can gain access to your keys. I have found steering wheel lock devices like "The Club" to be very effective as well (these are inexpensive and easy to install quickly after a drive).

http://www.theclub.com/

Good luck,

-GH

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For Now:
1992 Mercedes Benz 500SL
1998 BMW 528i
2003 Honda Element
2002 CBR600F4i
1977 Coachmen Motor Home