Ronny,
Always better to change shocks in pairs. It keeps the car balanced correctly.
I have a 600 SEL and couldn't get original shocks for it so I changed to gas. I now find that the standard springs are too soft so I must change these also. I dont mind doing the work myself so cost is really only down to parts. If however you are going to get a garage to do it then best to stay with hydraulics I think.
Dave.

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Mad Englishman who like a challenge