On all my cars, I change the fluid and filter(if there is one) upon purchase and then every 2 years/24,000 mi.

Just to keep things in perspective, I bought a 1980 240D last March. The power steering system operated perfectly, reservoir was at the F mark, with no leaks but when changing fluids/filters, I removed a 3 piece filter assembly from the reservoir. Mercedes went to a 1 piece type filter in the early 80's, so it was likely the original.
Don