Hi and welcome to the forum. (Post some pics!)[:)]
Generally speaking I'd recommend you consider not trying to figure out what is best, but rather deal with a reputable seller and thus rely on their expertise.
Your stock wheels have the offset stamped on the inside of them (a two-digit number following the letters "ET"). Unless you're changing wheel width you really don't want to deviate from the stock offset by more than a couple of numbers as you'll either suffer clearance problems or overstress components. If you are changing width, then again, deal with a knowledgeable seller that will set you up with the proper setup all the way around.
The offset will depend on the width of wheel you get. A typical setup for a CLK is 19x8.5" ft and 19x9.5" rr. The 8.5 in the front will work best if you keep the offset between 35 and 38mm. The rear for the 9.5" will be 30 to 35mm. If you get the same width and offset all the way around, say 8.5" with a 35mm offset, you'll want spacers for the rear because the body is wider in the rear and the wheel will look like it's tucked too far under the fender. A 5 or 6mm spacer will push the wheel out towards the fender and give you a more agressive look and stance. If you do run spacers get longer bolts for the proper amount of thread engagement.
It's friggin 85 degrees in Pomona Ca. today, tomorrow 12 noon tee off Diamond Bar Country Club. [8D]