Yep, it seems the introduction of the M272 and M273 engines moved it to the tank. Brian's CLK350 (M272) would thus have it there. It's really not a horrible job to do, even compared to replacing the external filter. I mean, in both cases, you are dealing with gasoline, which is potentially dangerous. With the external filter, you have to lift the car and remove a wheel. With the internal filter, there's no lifting, but you have to remove the rear seat bottom, remove access panels, and then detach the retainer rings on the pump and sender units.
For cars without California Emissions, then ring unscrews, and there is, of course, a "special tool" that engages the ring, but pliers can be used:
Vehicles with California Emissions use a large "hose clamp" instead of the ring. Here's the WIS doc. All the photos except the one on the right of the first page show the "California" clamp:
For those with the California style retainer, you will need some sort of small right-angle tool to loosen the screw on the clamp. I have a "SkewDriver" that works well enough.
Now, as far as the dangers of working with gasoline, remember, the liquid itself is actually quite benign - it burns, but does no "explode". The danger is in the fumes. Ignited fumes WILL EXPLODE! So even if you empty the tank you will still have residual fumes to worry about. I'd definitely do this OUTSIDE away from any flames, sparks, etc. and only AFTER disconnecting the vehicle battery.