First I just have to say how great these forums are! Here's my contribution.

Change your own pads and rotors front and rear on a 2002 MB C230K. Save about $600-$1,000 over having the shop do it. I am not a mechanic...there's my warning.

I found my parts on various internet sites. No local auto parts place could access these parts. Had to order from a couple different places to get everything:
Rotors Front - Most are priced as EACH. Order two.
Rotors Rear - Most are priced as EACH. Order two.
Pad Sensor - About $5-7, just replace it!
Pads Front
Pads Rear

Rear Did the rear first thinking they would be easier. This ended up being an incorrect assumption only because the E brake drums on the inside of the rotor.

Once she was jacked up with the tires off the calipers were easily taken off by simply removing the two bolts (there are two set of bolts on the back - it's the larger ones, closer to the axle) on the back of the caliper. I had only a small lip so the caliper slid off with minimal coaxing. Yours may require you to depress the cylinder on the caliper before the unit can be removed. With calipers removed I removed the rotor set screw (the funky looking one flush with the face of the rotor).

You are now ready to remove the rotor. The rotor can fuse itself on there pretty good so this is the "fun" part. Also underneath the rotor is the e-brake drums, even more fun! Here's how I did it. First WD 40d the sh%& out of the rotor and let it sit for a little bit. I then proceeded to take my BFH to the rotor (not caring if I damaged the rotor because they were being replaced). Once the seal was broken the rotors still wouldn't come off because if the e-brake drums. I then proceeded to loosen the e-brake. This is done by turning the sprocket-looking-wheel-thing located slightly off center to the left under the rotor. You can see it if you spin the rotor and look thru the lug-nut holes. I don't remember which way actually loosened the pad - sorry. Bingo - Rotors removed!

The pads were pretty easy. Pull the pin on the back (I guess) of the caliper. Use a small hammer to get the tip of the pin flush with the caliper, and then gently work the in out with a punch or a small screw driver. Once the tip is out you can pull it with pliers. Next remove the break fluid cap. With old pads removed, depress both sides of the caliper. I found the best way is with a c-clamp. With one end of the clamp on the inside cylinder and the other end the outside of the caliper slowly compress the cylinder flush with the caliper.

We are ready to start putting it back together now. Install new pads returning the pin and retaining spring to their original positions. Slip the new rotor on (make sure the surface and contact area are clean and free of debris), put the set-screw back in. Slide the caliper on the new rotor. Secure the caliper with the two bolts in the back. Now it's time for the front!

Front
Much of what I learned from doing the rear is applicable to the front. Of course once she is jacked up with the tires removed, the caliper is taken off by removing two bolts on the back of the caliper.

With the caliper removed, take the rotor set screw off. Sense we don't have to worry about the e-brake on the front, the rotors should come off, I needed some more WD40 and my BFH but they submitted to my massive strength.

The pads should slide right out. There is one pad sensor and it's located in the front right pad. Make mental note of how it's set up. Slowly compress the cylinder using the old c-clamp method. There is only one on the front calipers.

Let's put her back together now! Slide the new rotor on and go ahead and put the set screw back in. Slide those sweet new pads into place. When you do the right side make sure you have the pad with the hole that receives the sensor and hook up the new sensor (easy - plug it into where you took the old one from). Slip the caliper back on the rotor. Put the two bolts back that secure the caliper. Lick fingers clean and call it a day!