Both brands have pro's and con's. I've been told by a bike shop owner that both brands are now owned by the same company - which is why parts are mostly interchangable now. This wasn't the case 10 years ago.

I've seen plenty on w126's and someday plan on putting one on the roof of my wagon. Neither will require any drilling.

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1982 240 D, 308,000 - 321,127 miles (sold)
1982 300 TD,166,500 - 226,000 miles
1998 E 320, 120,000 - 144,000 miles
2005 C 230 K, 26,000 - 77,000 miles (sold)