I'd recommend an Eibach Springs/Bilstein shock set-up. H&R works well too. On my old CLK430, I ran Eibach and OEM shocks, and that was decent. Good luck!
Springs will lower the ride, however it will damage your suspension (*Shocks*) What you need to do is go with the Coilover applications* Ksport and D2 are two great companies that make coilover systems for the CLK line up. Plus you can adjustment the height and fine tune the suspension with coilover unlike the springs your stuck with what you got yourself into