i had the same problem with my 87 300e. i had many trans shops tell me they would be glad to rip it out and rebuild it. for thier best price of 1800-3200 dollars. ( mercedes sells rebulit trannys for 1000 dollars with a core charge!)
anyway i decided to change the fluid, (not a very good job either, fluid is still dark) anyway, after the fluid change my trans ran like new! i would suggest getting your filter and fluid changed first before going for the rebuild or exchange. it would be a small price to pay if that solves it.
good luck!
adam
p.s. tell me if it works, if you choose that route.

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Current Stable:
01 ML55 AMG
92 500E (a few mods)
87 300E (lots of mods)
00 Chevy 3500HD Diesel Box Truck
68 18' Donzi Marine
06 GT i-Drive7 1.0 Mountain Bike (with GPS!)

PREVIOUSLY OWNED:83 300SD, 87 420SEL, 88 420SEL, 90 420SEL, 86 560SEL, 86 190E 2.3-16V AMG, 94 E320