I found a fix on the Mercedes club website that I tried this past weekend. If you've tried other things (plugs, cap rotor, etc.) on a 300E and have not fixed a rough idle at cold start, you can trick the computer into making the mixture richer at cold start up (which smooths out the idle) by splicing a 470 ohm resister (5 for $1 at Radio Shack) in-line with the engine coolant temp sensor. I tried this and it really seemed to work for me. You can find the directions on the MBCA website. The wire you need plugs into the rear of the cylinder head on the driver side, it is a green wire with a red stripe (it is covered in a hard black plastic sheath for much of its length, but you can see the wire where it plugs in; on my car the plastic sheath was very brittle and broke apart, and the colors on the wire were faded).
Here is a link:
http://www.mbca.org/pages/tech/MBCA_Rough_starting.htm