You vehicle requires a fully synthetic oil, and Mercedes recommends Mobile One. At the auto parts store, the can tell you specifically what weight if you don't have your owner's manual.
Here are some resources to locate the oil filter:
Remember, you will also have to reset the service indicator in the computer. Also, these engines take A LOT of oil.
the filter is on top of the engine,Front side in front of the fan. its black cover and you have to make sure you put it back in with ALL THE O_RINGS or it will not work correctly. Just make sure you pay attention to the way you take it off and i've used 5w 30w over the conter and have no issues and we have over 200k on ours. just make sure you change it every 3k to 4k.
Mercedes approves several manufacturers of full synthetic oil, though you must be careful to select the limited number of products specifically approved for this engine. My 98 model is going strong approaching 145K miles with no change in consumption. Most of this time I have used Mobil One 0W-40. It should be noted that the more readily available Mobil One 5W-40 product is not approved for this engine.
No offense to the previous Answer, but the changing of 8.5 quarts at 3K miles is both pointless and environmentally reckless. Again, my vehicle changes have been made around 8K to 10K intervals, which is well within the engine's design parameter of 10K changes.