Q&A

Generally speaking, going from an 18" to a 20" wheel creates a bumpier ride due to the thinner tread profile (lower profile treads soak up less of the bumps). Depending on the tires, there may be a slight increase in road noise. Mercedes are so quiet you may not even notice that. Also, in general you may see lower fuel economy and maybe less braking performance (if the new wheels are heavier). If the new wheels are significantly heavier, the brake pads will probably wear a bit faster and the affects on performance will be more apparent.

If you're buying a Mercedes or AMG wheel set I would worry less about adverse handling effects because they are probably not as heavy as other aftermarket wheels (and high quality). As long as the shop balances the wheels/tires properly you shouldn't have any vibration in your steering wheel. The positive side to larger wheels is it will most likely handle the corners better due to the stiffer side walls (and 20s look really good on the CLS).

A couple things to be look into before purchasing :
Aftermarket wheels can void some factory warranties (if they aren't benz approved wheels).
If your CLS has tire pressure monitoring, make sure the new wheels can accept the sensors and function properly.

I hope this helps, not trying to scare you but you sound concerned about going larger on the wheels.

i have the 20 inch wheels on my CLS500. if the wheels are balanced right you will should not have any vibration. your ride is more like a sports car a little more stiffer.