You can buy a topsider (oil sucker) and do it yourself from above. The filter is up high and easy to get to. Of course it can also be changed from the underside. My wife works for an independent shop and I let them do it from their lift. No problems at all. Crawling on the ground to change it without oiling your driveway is going to be a challenge.
There's nothing tricky about the filter. I do buy mine from the dealership but I don't know if there's any advantage or virtue using genuine MB. It's just the path of least resistance and worry for me.
I change mine every 5,000 using Mobile 1. If I was autocrossing the car I'd change it more often but most everyone agrees 5k miles is reasonable.
There are two R170 SLK class specific forums that I've found.
BenzWorld is the busier of the two, but
MBWorld has a decent forum also.
What model year is your SLK? By far, the most common problem with this car is intermittent taillight failure. You'll know when it happens because you'll get a light on the right side of the dash. The traditional fix is to replace the entire housing for about $180 at the dealer. That's what I did when my passenger side failed and when it failed again 6 months later it was a free fix under service warranty. If it ever happens again, I will try one of the home-brew fixes you can find at the above sites or buy a replacement housing on eBay.
You may also see a flashing low fuel light when you have plenty of gas. This indicates a pressurization problem in the fuel system. When you gas your car do NOT overfill and when you put the cap on, tighten to the first click and stop. If you overfill you'll get gas in your charcoal canister. I don't know exactly why, but I am told this is bad.
About the only other really common problem is paint peeling off the console. Let me know if you have this issue - I had mine professionally repainted for not that much $$ and it looks terrific.
I have an ISO file of some kind of SLK service manual CD except it's not really a service manual. It does have a lot of assembly/disassembly and animations and stuff though. PM me and I'll give you a link to download it.
I put one of
these in my SLK and it works very well - much better than RF modulator or cassette adaptor.
How many miles are on your car? If it's an automatic, there is no way to check the fluid - the dipstick is sealed. At 60K miles or so a lot of experienced owners recommend you have it flushed and refilled and have a dipstick installed. Not many trannys go bad but if it does, it's really expensive to fix.
You can put a different pulley on your supercharger and pick up about 20 hp for around $500.
I can't think of much else right now. I drove mine every day until about 6 weeks ago when it got demoted to being my wife's daily driver. I really liked the car and the retractible hardtop is fucking genius. You'll never ever want a soft top again. Enjoy and be sure to let us know how it goes. Post a picture or two!