My fuel pump relay (on the 190E) gave me the exact same problems. I could hear it clicking when ignition was switched on, but sometimes the fuel pump would not run with it. After finding out a replacement was £75, I opened it up, found a broken joint meaning the relay could switch, but the voltage would not travel out to the pump, and resoldered it. Works perfectly now for last 6 months.

Try listening for the fuel pump when you switch the ignition on, should whirr for a second or so.

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190E's:
2.5-16v 1990 90,000m Astral Silver
2.0E 8v 1986 107,000m Black 2nd owner
http://www.maylane.demon.co.uk/190esmall.jpghttp://www.maylane.demon.co.uk/190esmall2.jpg