If you order a car from your dealer you can specify European Delivery as a package. The car does not count toward the dealer allotment so in a way it is found money for them. So you may be able to negotiate a larger discount. You also avoid the $925 dealer prep fee.
And from the factory you get two days hotel and breakfasts in Stuttgart with two taxi vouchers to get to your hotel and then to the pick up location in Sindelfingen. Pam and I opted for the hotel across from the train station. We walked to the hotel so we saved a voucher for the return after we dropped the car off in Sindelfingen saving a $70 cab ride.
There are several drop off options but we chose Sindelfingen so we could visit the Porsche Museum and factory on our last day.
Also you get 0 deductible full coverage insurance for 15 days that can be extended in advance for a nominal price. The insurance is amazing. When our tire was slashed in Barcelona the tow to the dealer was free as was the tire and installation. FWIW, the phone service in Barcelona was awful, but once we got through to our contacts ... MB Germany, the dealer in Spain, our dealer in the US, and MB America were fantastic in making sure we were OK. The dealer in Spain even picked up our cab fare to and from our hotel.
You also get German road tax paid for and free Mercedes Museum tickets. The factory tour is free as well.
We got the AMG so we also got a private tour of that factory, which was an absolute joy.
BTW, with the AMG you also get membership in the Private Lounge, and an $1800 voucher for the AMG Driving School (at Laguna Seca on April first in my case). Add in the motor and suspension and I've got no regrets going the extra!!!
MB has pre packaged tours that are easy, or you can set off on your own. The pre packaged tours cover 3 to 5 days so you can combine your choices.
IMHO, there simply is no better way to get your car. There are things I would do differently ...
1. Contact Consulates in cities you are visiting and ask for safety concerns. Knowing scooters tend to surround you at lights in Barcelona and slash your tire to facilitate a robbery would have allowed me to roll very gradually to a red light to avoid a full stop, or at least handle things differently than I did.
2. Spend more than 15 days. We weren't there long enough.
3. Have the car dropped off on the US East Coast. This would have allowed us the chance to drive across the country rather than waiting an extra four weeks for the delivery.
Whatever you do, if you can work the European Delivery into your purchase, I highly recommend it.