I think the E class 300 Diesel was imported to the U.S. in 95, 98, and 99. Other than body style are the 98&99's better mechanically than the 95? Are the 98 & 99 the same? Did MB import a diesel wagon in all three of these years?

We got E-class diesels in '96 & '97 too.

The new w210 body style began with the '96 model year. The
'95 (old w124 chassis), '96, & '97 basically all have the
same drivetrain. It's a naturally aspirated (i.e. not
turbocharged) 3-liter engine with 135HP. Transmission is
the old standby 4-speed automatic. All are fine cars, if
a bit slow.

The '98 & '99 w210 diesels have a turbocharged version of
the same engine, and the new 5-speed automatic transmission.
In terms of performance, they are *far* better than the
earlier cars. The engine is much, much more powerful, and
the transmission is more cooperative in using the power.
I consider these the best new diesels, though there are
probably some diehards out there who would insist only the
124 chassis car is acceptable.

Speaking from experience, the '96 is a bit slow, although, not a slug. For a non-turbo application the power is sufficient but I have to utilize the gear shift. Even on the freeway, when I need to pass, "THE GEARSHIFT". I don't know what kind of mileage the turbo's get, but I get between 28 and 32 mpg. We bought it with 30,000 miles for around $30,000. A great deal!
Matt

I have a 1991 300D 2.5 and I LOVE IT!!!!!! 42-45 MPG on the highway!!

The 98 and 99 are by far the best, the 99 got a new oil pump over the 98, and someone whom owned both said the 99 is faster, but I cant verify that, as I do not know any differences between the two.

If you can ever get your hands on one, grab it, as they will and are the hottest diesels to own.