If you're looking for brand recommendations, this will be a lonnnng and inconclusive thread. My feeling is that anything new is better than what's in there.

Engine oil is 15W-40 diesel rated oil, Shell Rotella, Cheveron Delo, Mobil Delvac. Will take about 7 qts. Don't waste money on synthetic: these things generate tons of soot which will require the oil to be changed at no more than 5000 miles. Extended oil changes are not in the cards.

Transmission oil is Dexron, and here I prefer synthetic. How much you put in depends on how much you can get out. The pan holds about 2 qts, and the torque converter 4 or 5. My torque converter has no drain, so I can only change the pan fluid, yours may differ.

A quart of gear oil should do for the rear axle. Make sure you can remove the fill plug BEFORE you touch the drain plug.

What I like to do with a "new" diesel is to change all the little rubber connectors under the hood. Vacuum leaks will be the bain of your existence, you may as well avoid a bunch of trouble by just changing all of them. The parts will be under $100 at the Mercedes dealer and you'll be good for seven years.

You can't change the PCV flap on these cars (unless you plan on the huge expense of replacing the valve cover). But the rubber grommet is probably leaking, and that should be replaced.

General advice: it's 25 years old, don't go looking for trouble. drive it, fix it when it complains.