I have a 190e which still is stalling after replacing OVP, ICV and Fuel Pump Relay.
Car still stalls occasionally when and after down shifting to low gear during stopping.
I can feel that the shift (auto trasmission) is quite rough.
Also the speedo stop working before this problem arise.
Could this be related to tranny cables or the tranny itself?
Should I replaced the fuel pump and filter first?
The speedo works again when the car is cold and went dead again after about 5 minutes of driving when the engine starts to get warm.

Your speedo, transmission and stalling problems are not related to each other.
Speedo: most probably a loose gear in the speedo itself or a defective speedo cable/Grear.
Stalling: Could be many and several things. Fuel related: Filter, pump, fuel distributor. Electrical related: Spark plugs, distributor cap, rotor, spark plug wires. Vacuum leaks, idle valve,
Transmission: A simple oil/filter change could possibly solve your problem or there are some mechanical problems with the transmission.
I think you need a good professional diagnostic before throwing $$$$ at replacing parts to solve several unidentified problems