You dont need to take them off unless you are doing the rotors. Take the wheel off, pull the retaining pins on the top and yank the old, compress the piston, insert the new, replace the pins, bleed, replace the wheel and go.

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1981 300TD
2005 C55
2004 E500
1999 ML430
1992 400E
1998 C43
2001 SL500
1988 300SEL
1986 190E 16V
1991 190E 2.6