Helm, the first 3 oil changes I did between 3,000 and 3,500 miles. The 4th. one I went nearly to 6,000 miles before I changed it, but it sat for about a week (with out being started) before I did it, and when I started it up to warm it up, I heard what sounded like lifter noise, (which eventually went away) I never heard it before when I was changing oil every 3k.
So on Sunday with about 4,000 miles on the 5th oil change, I started it up for the first time since the first part of Jan. and I heard no lifter sound at all even though it's been sitting 2.5 months. I performed the 6th oil change with 20,800 miles on my car now. I think I'm going to stick to the 4,000 mile "oil change" routine, and I only put 8 qts. in. (it's better to be a little under, than it is to over fill). Some people have noticed when they put 8.5 qts back in. their read out shows it's too full.
I always use Mobil 1, 0w40, and I purchase my oil filters at my nearest Mercedes dealer. Just tell them it's for an SLK 3.2. They're about $21.00. Some people use aftermarket filters which are cheaper, some buy them at the Chrysler dealer, I prefer using a "factory" oil filter on all my cars, and in this case "factory" means Mercedes.
I'm old fashion when it comes to draining my oil, so I do it from underneath.
I don't even need to jack the car up. I simply pull the front tires up onto a 2"X10" board that I place under both front tires. This gives me enough room to remove the 4 bolts that hold the big plastic shield that protects the bottom of the engine. I think it took a (11/16" socket). The oil drain plug takes a #13 metric socket and is on the passenger side of the oil pan. While under the car I noticed the "flat bottomed" oil pan looks as though it's perfectly horizontal with the floor, in both directions side to side and front to back, and I'm satisfied that I'm getting a very complete oil drain. If you're concerned it's not draining completely, you could always add an extra inch to the drivers side board/ramp.
The biggest thing to remember is when you replace the O-Rings on the oil filter bayonet, is to make sure you put them all back in the same exact location. The top one, which is also the largest, is the one that's the easiest to misplace because there is a smaller ridge just above the actual ridge where it's supposed go. If you put it in the wrong location and tighten the oil filter back down, it will not seal properly. Then when you start the engine, it will receive a high pressure oil bath. (It has happened to a few forum members in the past) even after the dealer did the oil change.
As it's been said, this is one of the easiest cars to change the oil and filter, no matter which method you choose.
Sometimes Wal-Mart will have the right Mobil 1, but AutoZone usually always does. I've read where some members say 0w40 has been discontinued, I haven't actually tried to find any lately so I can't say for sure, one way or the other.
Good Luck.