It's straight-forward to replace yourself. As always, pull the negative cable first. If you still have the stock radio, you'll need to have the radio code handy. I know it doesn't apply to you, but for Model Year 2001 and newer SLKs, you also have to calibrate the ESP steering angle sensor (I think the procedure is in the owner's manual).
As for the replacement part, my experience with both of my SLKs is that the quality of the Mercedes battery is good, but by no means worth ~$120. Checker/Schucks/Kragen, AutoZone, Pep Boys, etc. offer equivalent batteries for about half the price with a better warranty and they will help you install it.
On the other hand, If you're the kind of person that doesn't want to do it yourself, you can call M-B roadside and they will come to you and replace the battery for the same price as you can buy it from the dealer without installation. That's actually a pretty good deal.