I disagree about the window issue being related to synching the window. This problem can occur due to a binding lift mechanism, or a weak motor. The load sensor is electronic, far as I know - if the motor draws too many amps lifting the window, then the assumption is that there's an obstruction.

Re-synching the motor won't cure the problem if it's mechanical in nature. On my car, once I got the window to the top and pressed to the 2nd detent to synch, I'd sometimes get a pop-pop-pop as the gears in the motor skipped past one another. The worn worm gear in the motor was causing binding issues during the lifting of the window - replacing the motor cured the problem.

As for the glovebox / cigar lighter issue - we need to see if there's voltage in the circuit. If the fuse is good, likely then the bulb in the glove box is bad. Open the glove box, grab the upper edge of the lamp assembly and pull forward (outward) and down slightly. It should pop out and you can check the bulb and the circuit for power.

If the glove box light has voltage, then the cigar lighter socket is either disconnected, or it's kaput. You can also check for voltage in the lighter socket, too - center rivet at the very bottom is 12v+ - the sides of the socket are 12v-. Agree that aftermarket is not the way to go - go to MB and spend the $20 or so that it takes to get a new OEM lighter socket (if this is the problem).

IF your console is still intact and hasn't been butchered by the PO or MB/Indie servicing, the removal is rather detailed. If a bunch of stuff is already broken off due to age or mis-handling, then things are easier.

Standard disassembly - you should approach the issue from this direction first:
1) Remove the trim around the shifter - need a plastic wedge for this or a cheapo plastic putty knife from the hardware store. DO NOT use sharp metal objects like screwdrivers for this effort. The trim fastens at the front and rear - work it out slowly.
2) Remove the ashtray insert (the part where the ashes go)
3) Inside the hole, you should see a small screw - you'll need a right-angle screwdriver to get at it - it has a phillips head - just loosen it a bit and you can then slide the wood front off the ashtray mechanism.
4) Down inside the hole where the ashtray mechanism sits about at the edge of the left and right sides you should find screws that attach the upper portion of the console (that holds the radio and climate control) to the lower part of the console that holds the window switches. Most often, this mounting point is completely busted from previous services where people didn't know the screws were there. They're supposed to be allen-head screws - 4mm I think is the socket size. I think you'll need to pivot the ashtray mechansim towards closing from the open position to gain access to these screws.
5) Once you get these screws out (or verify that they're gone) - simultaneously pull the horizontal wood frame (the one with the window switches) towards the back and lift at the front to clear the upper console area. Be patient and do NOT force this - the parts are old and BRITTLE!

To get the upper console out you have to pull the radio - remember to get your codes for the head unit. Once that's out, there are two screws inside the radio opening that hold the upper console cover in place - remove these. There may also be 2 more screws accessible from inside the ashtray opening again. Once these screws are out, you should be able to then pull from the bottom and rotate the cover to a horizontal position - NOTE it has hooks at the top that engage the dash along the upper edge - while pulling, "hinge" at the top and pivot at the bottom - DO NOT PULL STRAIGHT OUT.

There are wires at the top for all the switches, and in your case, probably all along the sides, too. The ashtray connector is at the bottom.

The climate control unit is held in with 4 screws - remove them and pull the unit out and disconnect the wires on the left and right-hand sides.

AllData says the bulbs are replaceable and that there's 1 or 2 depending on application and that they're accessible from the outside of the climate control case. I don't remember seeing anything like this on mine, and the AllData page shows an example from a 210 chassis car (useless!). I've got a call into someone that will know about the bulbs and I'll post again when I have an answer.