Our '87 300D Turbo is on it's second engine (eldest son was driving too close and now we have both a "new" engine and a new paint job) and it has always been good for putting out a nice dark grey cloud of diesel dust. When we are crusing, full throttle usually clears it out very nicely.

The newer '98 E300TD rarely shows us any diesel dust and when it does it's more of a puff than a cloud.

Each diesel seems to be unique, but as long as yours does not put out a dark cloud all the time, it's probably just the nature of your Benz.

I'd echo the comment about injectors, pumps, etc.

Have fun!