First, if you haven't replaced all of the fuses, you should. You can't always tell by looking if the fuse is still good. I had several odd electrical problems with my 560SL when I bought it. Most of them went away when I replaced all of the fuses. I still had the aluminum strip fuses. The new ones are copper. Costs about $10.
Also, some people like to disable the alarm. I believe that it's done at the control box, but I don't know how.
The courtesy light sounds like the driver's door switch is having a problem. Cheap to replace.
For the temperature gauge, look at this thread:
http://www.peachparts.com/shopforum/showthread.php?t=204502