I am biased towards the fancy Mercedes ATF also but it is not required. I have used it in the past just as I have used Mobil 1 Synthetic for the engine. Is there a practical difference? Probably not, but I think of it as a treat for the car. I don't think you can justify it based on economics.

From the Mercedes Factory Approved Service Products list dated October 2000:
(This is the same 722.6 tranny)

Castrol Dextron III/Mercon
Chevron Dextron III
Exxon Dextron III
Havoline, Texaco,Pennzoil, Quaker,Valvoline Dextron III/Mercon
MBZ fluid

Looks like just about any Dextron III/Mercon will do.