My dealer recommended the fluid to be changed around the 60K mark. Since i just bought the truck I had it done right away at 43K as I don't know how it was previously driven. Ran me about $280.
If your really worried about it, change it your self. get the dipstick tool and the proper mercedes fluid. It's easy. Had a better time on my 99 ml 320, than the f 150 I had on changing tranny fluid. Don't be afraid, just do it clean. Had no problems on mine. Fluid was pretty dark at 80k.
I took my 2003 E500 to Jiffy Lube, yes I know what your thinking, but they did a very carefully job changing the oil. Watched them like a hawk The kid pulled the oil filter out it was so dirty it looked like it had never been changed. I had had it serviced regularly ad Benz of Annapolis. It had just went out of warranty. The air filter was also just as bad, it had the date stamp from 2003. I have no faith in the dealership at all. You are much better going to a local guy who only works on german cars.
I actually had to argue with the SA to have this done at ~70K. He didn't think it was necessary and would rather I have him change the brakes (for much more money). I do brakes myself, but I am not so sure about changing the trans fluid myself. Rather have them do it - but it should be done.
I thought MB said the fluid was good for the life of the trans - not the car. AT least that's the attitude I got out of my SA. But they have done pretty much crap work. Had the battery changed and they failed to re-attach the circulator pump and other fittings to the battery box - like they did it in a hurry. It rattled - I found it and did it myself. We're all better off at a private garage that specializes in German cars I'm afraid.