I have a '99 E300 with 18K miles and I get 33-35 MPG driving at 75 MPH on road trips and about 30 MPG in town. I live in Florida, so the A/C is on most of the time.
Great engine, the only time you know it's a diesel is when you fuel up!!

The '98 ML320 gets 21 MPG on road trips and 19 in town. (About 16 MPG towing a 21 ft boat.) It's not a diesel, but I wish it were!!

My '83 300D gets 25 MPG on trips running at 70-75 with the A/C on and 23 in town. It's a diesel and you know it all the time!!

99 E300
98 ML320
83 300D