They are on the doors, but are somehow blocked by the grab handles. The M-Class (with power seats) have the controls on the bottom, and so do the new C-Class models that have half powered, half manual seats. (Models with fully powered seats have the controls on the door).

Speaking of the M-Class, I found it strange that the headlight switch was on the steering column, and that the ignition key goes into the side of the steering column, not in the dash. Two VERY un-Mercedes like "features".