Have a look at this thread and be aware that these are copies not OE:

http://www.peachparts.com/shopforum/diesel-discussion/386597-what-xentry-das-package-does-anyone-recommend.html

An OBD2 scanner will get you limited ( Govt mandated engine ) info but you really need a more involved tool to access the cars other systems.

Dig around a bit to see if you have an under hood 38 pin connector, this will dictate what type of scan tool you nee to get.

The 97 to 02 CLK ( w208 and C208 ) was built on the 95 to 00 C class ( W202 ) pan so I'd expect much of the electrics to be the same. At least up to 97, the C has a 38 pin connector.