You have buttons on your 99 steering wheel? Wow. Any way the new 2005 Alpine head units (cda-9853, 9855)have the ability to interface with steering wheel controls. I think you may need an interface module. The Alpine units can interface with iPods or you can play mp3's off the CD. The CDA line maxes out at about $500 us.
I haven't been looking into this to hard as my car was hit 3 months ago and I'm still trying to get everything fixed; so audio upgrades are currently low on my list.
I am also not aware of any special european features you might loose by going to a non-merc headunit. My plan was to install the Alpine unit into the storage compartment under the factory headunit so I could keep the factory look and the weather band.
Hope I have been of some assistance.