I am experiencing slipping between 2rd and 3rd gears with my 1983 380SL (140k miles). What's more, this occurs only when the transmission is cold. This problem appeared some time after I changed the trans fluid and filter last summer. Since I recently acquired the car, I suspect this was the first fluid change in some time. I wonder if this a forecast of expensive repairs to come? Should I perhaps change trans oil, say, every year to ensure perhaps sticky values & pistons in transmission receive the benefit of fresh oil?

You will be doing transmission repairs to rectify that problem.

You should change the fluid at least every 30,000 miles as outlined in the service book.