I'd like to do the same with my '98 E320, but recently having to replace my mass air sensor and knock sensor has put it off till next month.
When I asked my mechanic about changing the transmission fluid, he thought it was a good idea, but becuase of liability reasons, refused to do it. He did refer me to a MB transmssion specialist. I haven't decided if I will do it my self or not.
I've been searching for service manuals too. An MB customer service rep said they don't release the CDs until a model is about 10 years old. You can buy the official MB workshop manuals that go up to 2003 models at
http://www.schiffeuropean.com, but are very expensive. I also found some people selling CDs on ebay that are made by Mitchell. Can anyone comment on their quality?