I've had this issue, and I had a bad drag link, It was obviously shakey. I replaced it and 95% of the shimmy went away. On my 560, the rest went away when I had the tires balanced. I have found this is an issue with these cars. For my car to float like a magic carpet on the hiway, (which is the feeling they give when everything is perfect) the tires need to be well balanced and the front end has to be solid everywhere.

At one point I mentioned the vibration to a mercedes mechanic and he said to me in a very cagey fashion,... "the more new front end parts you replace, the better it will ride". I checked out all the front end joints, found the sloppy drag link, replaced it and the car drove much better. I wasn't looking for "brand new" performance, so I had the tires balanced and was satisfied with the ride quality. I'm sure it could be even better, but "good" was good enough for me.

Drag links need to be solid...